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Estimation of parameters for discretely observed diffusion processes with a variety of rates for information - MaRDI portal

Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429)

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scientific article; zbMATH DE number 6038188
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English
Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
scientific article; zbMATH DE number 6038188

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    Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (English)
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    23 May 2012
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    parametric inference
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    non-ergodic diffusions
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    consistency
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    rates of convergence
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    normalized information
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