Hybrid estimators for small diffusion processes based on reduced data
type: Item
instance of: scholarly article
title: Hybrid estimators for small diffusion processes based on reduced data
zbMATH Open document ID: 1401.62034
author: Yusuke Kaino
author: Masayuki Uchida
published in: Metrika
publication date: 2018-10-01T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6945895
zbMATH Keywords: Bayes type estimator
zbMATH Keywords: convergence of moments
zbMATH Keywords: diffusion process
zbMATH Keywords: discrete time observations
zbMATH Keywords: maximum likelihood type estimator
zbMATH Keywords: small dispersion parameters
describes a project that uses: YUIMA
MaRDI profile type: Publication
full work available at URL: s00184-018-0657-0
OpenAlex ID: W2799324425
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DOI: 10.1007/S00184-018-0657-0
description: scientific article; zbMATH DE number 6945895