Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data (Q5281630)
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scientific article; zbMATH DE number 6752096
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| English | Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data |
scientific article; zbMATH DE number 6752096 |
Statements
Adaptive Bayes Estimators and Hybrid Estimators for Small Diffusion Processes Based on Sampled Data (English)
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26 July 2017
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Bayes type estimator
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convergence of moments
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discrete time observations
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small diffusion process
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0.9149428009986876
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0.8974746465682983
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0.8311763405799866
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0.830346405506134
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0.8237853050231934
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