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Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions - MaRDI portal

Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions (Q6632608)

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scientific article; zbMATH DE number 7938570
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English
Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions
scientific article; zbMATH DE number 7938570

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    Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions (English)
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    5 November 2024
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    hypo-elliptic diffusion
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    stochastic differential equations
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    parameter estimation
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    sampling schemes
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