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A contrast estimator for completely or partially observed hypoelliptic diffusion - MaRDI portal

A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498)

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scientific article; zbMATH DE number 6052935
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English
A contrast estimator for completely or partially observed hypoelliptic diffusion
scientific article; zbMATH DE number 6052935

    Statements

    A contrast estimator for completely or partially observed hypoelliptic diffusion (English)
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    4 July 2012
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    Langevin system
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    stochastic differential equations
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    partial observations
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    contrast estimator
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