scientific article; zbMATH DE number 2069491
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Publication:4463427
zbMath1042.62076arXivmath/0305273MaRDI QIDQ4463427
Publication date: 27 May 2004
Full work available at URL: https://arxiv.org/abs/math/0305273
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalitydiffusionsstochastic algorithmscontinuous time Markov processesinterest rate modelsdiscrete time sampling
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)
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