Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112)
From MaRDI portal
scientific article; zbMATH DE number 2169672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions |
scientific article; zbMATH DE number 2169672 |
Statements
Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (English)
0 references
20 May 2005
0 references
diffusion process with small niose
0 references
discrete time observation
0 references
parametric inference
0 references
