Sample partitioning estimation for ergodic diffusions (Q5252811)
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scientific article; zbMATH DE number 6442482
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| English | Sample partitioning estimation for ergodic diffusions |
scientific article; zbMATH DE number 6442482 |
Statements
Sample Partitioning Estimation for Ergodic Diffusions (English)
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3 June 2015
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ergodic diffusions
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martingale estimating functions
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maximum likelihood estimators
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consistency
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method of moments
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transition density
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invariant densities
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0.9131523370742798
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0.7662555575370789
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0.7610900402069092
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0.7610900402069092
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