Inference for Observations of Integrated Diffusion Processes (Q4677104)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2169664
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inference for Observations of Integrated Diffusion Processes |
scientific article; zbMATH DE number 2169664 |
Statements
Inference for Observations of Integrated Diffusion Processes (English)
0 references
20 May 2005
0 references
estimating function
0 references
parameter estimation
0 references
Ornstein-Uhlenbeck process
0 references
Cox Ingersoll Ross model
0 references
0 references
0 references
0 references
0.8588184118270874
0 references
0.8307716846466064
0 references
0.8298420906066895
0 references
0.816515326499939
0 references
0.816515326499939
0 references
