Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes |
scientific article; zbMATH DE number 7860635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes |
scientific article; zbMATH DE number 7860635 |
Statements
Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (English)
0 references
5 June 2024
0 references
asymptotic normality
0 references
consistency
0 references
\(L^p\) convergence
0 references
splitting schemes
0 references
stochastic differential equations
0 references
stochastic Lorenz system
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
