Estimation of an Ergodic Diffusion from Discrete Observations (Q4352094)
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scientific article; zbMATH DE number 1054486
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| English | Estimation of an Ergodic Diffusion from Discrete Observations |
scientific article; zbMATH DE number 1054486 |
Statements
Estimation of an Ergodic Diffusion from Discrete Observations (English)
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28 August 1997
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discrete time sampling
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inference for diffusion processes
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stochastic differential equation
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0.8757758140563965
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0.8631460666656494
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0.8556148409843445
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0.8527307510375977
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