Anticipative discretization schemes and parameter estimation of the derivative of a diffusion process. (Q2701810)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipative discretization schemes and parameter estimation of the derivative of a diffusion process. |
scientific article |
Statements
5 March 2001
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trapezoidal scheme
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Simpson scheme
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ergodic diffusion
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instrumental variables estimation
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generalized method of moments
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contrast
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bias of estimation
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variance asymptotic efficiency
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Anticipative discretization schemes and parameter estimation of the derivative of a diffusion process. (English)
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0.9404529
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0.8843393
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0.87283266
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0.86887246
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0.86325943
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