Estimation of diffusion parameters for discretely observed diffusion processes (Q701680)
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scientific article; zbMATH DE number 1824664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of diffusion parameters for discretely observed diffusion processes |
scientific article; zbMATH DE number 1824664 |
Statements
Estimation of diffusion parameters for discretely observed diffusion processes (English)
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22 May 2003
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CKLS model
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diffusion parameters
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ergodic diffusion processes
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empirical process theory
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consistency
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rate of convergence
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