Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion (Q4455910)
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scientific article; zbMATH DE number 2059354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion |
scientific article; zbMATH DE number 2059354 |
Statements
Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion (English)
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16 March 2004
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stochastic differential equation
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parameter estimation
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Monte Carlo simulation
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