Inference for Observations of Integrated Diffusion Processes (Q4677104)
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scientific article; zbMATH DE number 2169664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Observations of Integrated Diffusion Processes |
scientific article; zbMATH DE number 2169664 |
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Inference for Observations of Integrated Diffusion Processes (English)
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20 May 2005
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estimating function
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parameter estimation
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Ornstein-Uhlenbeck process
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Cox Ingersoll Ross model
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