On the approximate maximum likelihood estimation for diffusion processes (Q449968)
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scientific article; zbMATH DE number 6075582
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the approximate maximum likelihood estimation for diffusion processes |
scientific article; zbMATH DE number 6075582 |
Statements
On the approximate maximum likelihood estimation for diffusion processes (English)
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3 September 2012
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asymptotic expansion
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asymptotic normality
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consistency
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discrete time observations
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0.8645870089530945
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0.8326877951622009
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0.8321040272712708
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0.8309010863304138
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