Asymptotic properties of Monte Carlo estimators of diffusion processes
type: Item
instance of: scholarly article
title: Asymptotic properties of Monte Carlo estimators of diffusion processes
zbMATH Open document ID: 1418.62287
author: René Garcia
author: Marcel Rindisbacher
author: Jérôme Detemple
published in: Journal of Econometrics
publication date: 2016-05-02T00:00:00Z
full work available at URL: 2003s-11.pdf
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6575843
zbMATH Keywords: Monte Carlo estimators
zbMATH Keywords: diffusion processes
zbMATH Keywords: simulation-based estimation
zbMATH Keywords: Doss transformation
MaRDI profile type: Publication
OpenAlex ID: W1517664946
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DOI: 10.1016/J.JECONOM.2005.06.028
description: scientific article; zbMATH DE number 6575843