Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189)
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scientific article; zbMATH DE number 7916038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient drift parameter estimation for ergodic solutions of backward SDEs |
scientific article; zbMATH DE number 7916038 |
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Efficient drift parameter estimation for ergodic solutions of backward SDEs (English)
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19 September 2024
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asymptotic normality
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backward SDEs
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consistency
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ergodic diffusion processes
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maximum-likelihood-type estimation
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unobserved volatility processes
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