Estimation of diffusion parameters for discretely observed diffusion processes (Q701680)
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scientific article; zbMATH DE number 1824664
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| English | Estimation of diffusion parameters for discretely observed diffusion processes |
scientific article; zbMATH DE number 1824664 |
Statements
Estimation of diffusion parameters for discretely observed diffusion processes (English)
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22 May 2003
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CKLS model
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diffusion parameters
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ergodic diffusion processes
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empirical process theory
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consistency
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rate of convergence
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0.8687400817871094
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0.8567805290222168
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0.8558828234672546
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0.8556148409843445
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0.8548257946968079
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