Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480)
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scientific article; zbMATH DE number 7528939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes |
scientific article; zbMATH DE number 7528939 |
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Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (English)
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18 May 2022
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diffusion processes
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Brownian motion
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Itô's formula
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Yule-Walker estimates
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maximum likelihood estimates
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