Two consistent estimators for the skew Brownian motion (Q5881039)
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scientific article; zbMATH DE number 7661336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two consistent estimators for the skew Brownian motion |
scientific article; zbMATH DE number 7661336 |
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Two consistent estimators for the skew Brownian motion (English)
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9 March 2023
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skew Brownian motion
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maximum likelihood estimator null recurrent process
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expectation-maximization algorithm
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excursion theory
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