Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
| Year of publication: |
2012
|
|---|---|
| Authors: | Shimizu, Yasutaka |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 3, p. 545-575
|
| Publisher: |
Springer |
| Subject: | Parametric inference | Non-ergodic diffusions | Discrete observations | Consistency | Rates of convergence | Normalized information |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539481