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Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion - MaRDI portal

Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion (Q2437994)

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Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
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    Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion (English)
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    10 March 2014
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    diffusion processes
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    inhomogeneity in time
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    continuous signals
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    discontinuous signals
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    periodicity
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    localization
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    limit experiment
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