Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297)
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scientific article; zbMATH DE number 6059067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of an ergodic diffusion process based on sampled data |
scientific article; zbMATH DE number 6059067 |
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Adaptive estimation of an ergodic diffusion process based on sampled data (English)
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20 July 2012
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convergence of moments
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discrete time observations
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maximum likelihood type estimator
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stochastic differential equation
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tables
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0.9336366
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0.92680264
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0.91896087
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0.9145849
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0.90801466
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0.90737706
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