On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
type: Item
instance of: scholarly article
title: On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
zbMATH Open document ID: 1346.60084
author: Jingjie Li
author: Jiang-Lun Wu
published in: Advances in Difference Equations
publication date: 2016-09-01T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6621687
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: least squares estimator
zbMATH Keywords: Brownian motion
zbMATH Keywords: Girsanov transformation
zbMATH Keywords: discrete observation
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic distribution
MaRDI profile type: Publication
full work available at URL: s13662-016-0819-1
OpenAlex ID: W2316663932
Wikidata QID: Q59467833
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DOI: 10.1186/S13662-016-0819-1
description: scientific article; zbMATH DE number 6621687