Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016)
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scientific article; zbMATH DE number 5831071
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| English | Adaptive sub-sampling for parametric estimation of Gaussian diffusions |
scientific article; zbMATH DE number 5831071 |
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Adaptive sub-sampling for parametric estimation of Gaussian diffusions (English)
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3 January 2011
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sub-sampling
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parametric estimation
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stochastic differential equations
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0.8227594494819641
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0.7781580090522766
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0.7558856010437012
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0.7505935430526733
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0.7495301961898804
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