Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe (Q1203351)
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scientific article; zbMATH DE number 112840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe |
scientific article; zbMATH DE number 112840 |
Statements
Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe (English)
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22 March 1993
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asymptotic expansions
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Malliavin calculus
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maximum likelihood estimator
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