A note on estimating drift and diffusion parameters from time series (Q1850415)
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scientific article; zbMATH DE number 1841297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on estimating drift and diffusion parameters from time series |
scientific article; zbMATH DE number 1841297 |
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A note on estimating drift and diffusion parameters from time series (English)
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3 December 2002
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Ito-Taylor expansion
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error
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0.9142038
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0.9008223
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0.8875952
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0.8860031
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0.8832746
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