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Adaptive sub-sampling for parametric estimation of Gaussian diffusions - MaRDI portal

Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016)

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scientific article; zbMATH DE number 5831071
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English
Adaptive sub-sampling for parametric estimation of Gaussian diffusions
scientific article; zbMATH DE number 5831071

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    Adaptive sub-sampling for parametric estimation of Gaussian diffusions (English)
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    3 January 2011
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    sub-sampling
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    parametric estimation
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    stochastic differential equations
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