Maximnm contrast estimation for diffusion processes from discrete observations (Q5753408)
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scientific article; zbMATH DE number 4189042
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximnm contrast estimation for diffusion processes from discrete observations |
scientific article; zbMATH DE number 4189042 |
Statements
Maximnm contrast estimation for diffusion processes from discrete observations (English)
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1990
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maximum likelihood estimator
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one-dimensional diffusion process
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Wiener process
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maximum contrast estimators
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consistency
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asymptotic normality
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0.8580698370933533
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0.8438750505447388
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0.8438750505447388
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0.8434380292892456
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0.8276480436325073
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