Estimation of an Ergodic Diffusion from Discrete Observations (Q4352094)
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scientific article; zbMATH DE number 1054486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of an Ergodic Diffusion from Discrete Observations |
scientific article; zbMATH DE number 1054486 |
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Estimation of an Ergodic Diffusion from Discrete Observations (English)
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28 August 1997
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discrete time sampling
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inference for diffusion processes
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stochastic differential equation
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