Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112)
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scientific article; zbMATH DE number 2169672
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| English | Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions |
scientific article; zbMATH DE number 2169672 |
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Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (English)
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20 May 2005
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diffusion process with small niose
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discrete time observation
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parametric inference
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0.9512569
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0.94920206
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0.9293959
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0.92392445
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