Prediction-based estimation for diffusion models with high-frequency data (Q825345)
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: Prediction-based estimation for diffusion models with high-frequency data |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Prediction-based estimation for diffusion models with high-frequency data |
scientific article |
Statements
Prediction-based estimation for diffusion models with high-frequency data (English)
0 references
17 December 2021
0 references
diffusion process
0 references
high-frequency data
0 references
infinitesimal generator
0 references
potential operator
0 references
parametric inference
0 references
prediction-based estimating function
0 references
\(\rho\)-mixing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
