Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation |
scientific article; zbMATH DE number 5847372
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation |
scientific article; zbMATH DE number 5847372 |
Statements
Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (English)
0 references
5 February 2011
0 references
regularity of martingale families
0 references
Harris diffusion
0 references
maximum likelihood estimator
0 references
rate of convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8491083979606628
0 references
0.7900465130805969
0 references
0.7837005853652954
0 references
0.7765933275222778
0 references
