Estimating stochastic differential equations efficiently by minimum chi-squared (Q4364850)
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scientific article; zbMATH DE number 1088703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating stochastic differential equations efficiently by minimum chi-squared |
scientific article; zbMATH DE number 1088703 |
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Estimating stochastic differential equations efficiently by minimum chi-squared (English)
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29 January 2001
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diffusions
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efficiency
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specification test
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minimum chi-squared estimator
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partially observed state
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exchange rate
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