Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for non-stationary Fisher-Snedecor diffusion |
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Parameter estimation for non-stationary Fisher-Snedecor diffusion (English)
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18 January 2021
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Fisher-Snedecor diffusion
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generalized method of moments
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\(P\)-consistency
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asymptotic normality
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iterative technique for the calculation of the asymptotic covariance matrix
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