Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239)

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scientific article; zbMATH DE number 7716671
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Asymptotically efficient estimation for diffusion processes with nonsynchronous observations
scientific article; zbMATH DE number 7716671

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    Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (English)
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    25 July 2023
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    asymptotic efficiency
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    diffusion processes
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    local asymptotic normality
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    maximum-likelihood-type estimation
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    nonsynchronous observations
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