Unbiased estimation with square root convergence for SDE models
Chang-Han Rhee; Peter W. Glynn
| Year of publication: |
2015
|
|---|---|
| Authors: | Rhee, Chang-Han ; Glynn, Peter W. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 5, p. 1026-1043
|
| Subject: | unbiased estimation | exact estimation | square root convergence rate | stochastic differential equations | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Wirtschaftliche Konvergenz | Economic convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397797