Optimal nonparametric estimation for some semimartingale stochastic differential equations (Q5925246)
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scientific article; zbMATH DE number 4184543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal nonparametric estimation for some semimartingale stochastic differential equations |
scientific article; zbMATH DE number 4184543 |
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Optimal nonparametric estimation for some semimartingale stochastic differential equations (English)
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1990
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parametric estimation
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optimality of the generalized score function
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stochastic differential equation model
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diffusion models
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gamma process
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