Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661)
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scientific article; zbMATH DE number 5539223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for stochastic differential equations with a small diffusion coefficient |
scientific article; zbMATH DE number 5539223 |
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Estimation for stochastic differential equations with a small diffusion coefficient (English)
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2 April 2009
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asymptotics
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CIR model
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diffusion process with small noise
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discrete time observations
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high frequency data
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minimum contrast estimation
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