HYBRID ESTIMATION FOR AN ERGODIC DIFFUSION PROCESS BASED ON REDUCED DATA (Q5121428)
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scientific article; zbMATH DE number 7246922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HYBRID ESTIMATION FOR AN ERGODIC DIFFUSION PROCESS BASED ON REDUCED DATA |
scientific article; zbMATH DE number 7246922 |
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HYBRID ESTIMATION FOR AN ERGODIC DIFFUSION PROCESS BASED ON REDUCED DATA (English)
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14 September 2020
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adaptive maximum likelihood type estimator
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Bayes type estimator
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convergence of moments
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high frequency data
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stochastic differential equation
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