On estimating the diffusion coefficient from discrete observations
type: Item
instance of: scholarly article
title: On estimating the diffusion coefficient from discrete observations
zbMATH Open document ID: 0796.62070
DOI: 10.2307/3214513
author: D. Florens-Zmirou
published in: Journal of Applied Probability
publication date: 1994-09-26T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 509991
zbMATH Keywords: consistency
zbMATH Keywords: local times
zbMATH Keywords: asymptotically normal estimator
zbMATH Keywords: diffusion coefficient
zbMATH Keywords: Ito equation
zbMATH Keywords: kernel estimators
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/3214513
OpenAlex ID: W2328990529
description: scientific article; zbMATH DE number 509991