Hybrid estimators for stochastic differential equations from reduced data (Q1656855)
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scientific article; zbMATH DE number 6916520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid estimators for stochastic differential equations from reduced data |
scientific article; zbMATH DE number 6916520 |
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Hybrid estimators for stochastic differential equations from reduced data (English)
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10 August 2018
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Bayes-type estimator
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convergence of moments
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ergodic diffusion process
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multi-step estimator
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non-ergodic diffusion process
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quasi maximum likelihood estimator
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reduced data
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thinned data
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