Parametric inference for discretely observed non-ergodic diffusions (Q850751)
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scientific article; zbMATH DE number 5070909
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| English | Parametric inference for discretely observed non-ergodic diffusions |
scientific article; zbMATH DE number 5070909 |
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Parametric inference for discretely observed non-ergodic diffusions (English)
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6 November 2006
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non-ergodic diffusion processes
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parametric inference for diffusions
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moment estimates
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Burkholder-Gundy inequality
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0.9467134
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0.9387962
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0.9382605
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0.9372561
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0.9321048
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0.92834187
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0.9266393
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