To the parameter identification of Markov diffusions; the use of the maximum quadratic variation functional (Q1897654)
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scientific article; zbMATH DE number 792972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | To the parameter identification of Markov diffusions; the use of the maximum quadratic variation functional |
scientific article; zbMATH DE number 792972 |
Statements
To the parameter identification of Markov diffusions; the use of the maximum quadratic variation functional (English)
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6 November 1995
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statistics of Markov diffusions
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parametric identification
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properties of Markov diffusions
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martingale property
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numerical experiments
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