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Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors - MaRDI portal

Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors (Q1872843)

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scientific article; zbMATH DE number 1911826
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Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors
scientific article; zbMATH DE number 1911826

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    Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors (English)
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    18 May 2003
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    uniformly minimum unbiased estimation
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    maximum likelihood estimators
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