Bias reduction in the estimation of diffusion processes from discrete observations (Q5157883)
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scientific article; zbMATH DE number 7411970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias reduction in the estimation of diffusion processes from discrete observations |
scientific article; zbMATH DE number 7411970 |
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Bias reduction in the estimation of diffusion processes from discrete observations (English)
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20 October 2021
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system identification
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prediction error estimator
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innovation estimator
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quasi-maximum likelihood estimator
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diffusion process
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