Estimation in Discretely Observed Diffusions Killed at a Threshold (Q4923054)

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scientific article; zbMATH DE number 6170817
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Estimation in Discretely Observed Diffusions Killed at a Threshold
scientific article; zbMATH DE number 6170817

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    Estimation in Discretely Observed Diffusions Killed at a Threshold (English)
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    5 June 2013
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    bootstrap
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    diffusion processes
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    first-passage times
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    model misspecification
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    sequential estimation
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    stochastic neuron models
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