Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion (Q3084959)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion |
scientific article |
Statements
Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion (English)
0 references
25 March 2011
0 references
martingale estimating functions
0 references
transition and invariant densities
0 references
maximum likelihood estimators
0 references
