Asymptotic Behaviour of Trajectory Fitting Estimators for Certain Non-ergodic SDE
| Year of publication: |
2001
|
|---|---|
| Authors: | Dietz, Hans |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 4.2001, 3, p. 249-258
|
| Publisher: |
Springer |
| Subject: | non-ergodic diffusion | trajectory fitting estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184593