A multiresolution method for parameter estimation of diffusion processes (Q4904733)
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scientific article; zbMATH DE number 6133103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multiresolution method for parameter estimation of diffusion processes |
scientific article; zbMATH DE number 6133103 |
Statements
A Multiresolution Method for Parameter Estimation of Diffusion Processes (English)
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31 January 2013
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autocorrelation
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data augmentation
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Euler discretization
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extrapolation
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missing data
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stochastic differential equations
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0.8150417804718018
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0.8084267973899841
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0.7998120188713074
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0.7914284467697144
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0.7873877286911011
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