Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility |
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Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (English)
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5 January 2017
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stochastic differential equation
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weak solutions
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strong solutions
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stochastic volatility
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drift parameter estimation
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maximum likelihood estimator
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strong consistency
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