Efficient estimation for diffusions sampled at high frequency over a fixed time interval (Q527471)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation for diffusions sampled at high frequency over a fixed time interval |
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval (English)
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11 May 2017
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approximate martingale estimating functions
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discrete time sampling of diffusions
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in-fill asymptotics
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normal variance-mixtures
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optimal rate
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random Fisher information
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stable convergence
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stochastic differential equation
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