Shémas de discrétisation anticipatifs et estimation d'une diffusion (Q4235419)
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scientific article; zbMATH DE number 1267531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shémas de discrétisation anticipatifs et estimation d'une diffusion |
scientific article; zbMATH DE number 1267531 |
Statements
Shémas de discrétisation anticipatifs et estimation d'une diffusion (English)
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31 October 1999
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ergodic stochastic differential equations
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estimation of drift parameters
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trapezoidal scheme
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generalized method of moments
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