Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239)
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scientific article; zbMATH DE number 7716671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation for diffusion processes with nonsynchronous observations |
scientific article; zbMATH DE number 7716671 |
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Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (English)
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25 July 2023
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asymptotic efficiency
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diffusion processes
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local asymptotic normality
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maximum-likelihood-type estimation
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nonsynchronous observations
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