The consistency of a nonlinear least squares estimator from diffusion processes (Q1113595)
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scientific article; zbMATH DE number 4082787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The consistency of a nonlinear least squares estimator from diffusion processes |
scientific article; zbMATH DE number 4082787 |
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The consistency of a nonlinear least squares estimator from diffusion processes (English)
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1988
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strong consistency
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continuous data
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stationary process
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diffusion processes
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Itô stochastic differential equation
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standard Wiener process
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discrete data
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least squares estimator
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