A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917)
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scientific article; zbMATH DE number 6577362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple approach to the parametric estimation of potentially nonstationary diffusions |
scientific article; zbMATH DE number 6577362 |
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A simple approach to the parametric estimation of potentially nonstationary diffusions (English)
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4 May 2016
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diffusion
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drift
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local time
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parametric estimation
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stochastic differential equation
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