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asymptotic efficiency
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discretely observed process
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inference for stochastic process
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planar random flight
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Gregorio, Alessandro De
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
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UNIMI - Research Papers in Economics, Business, and Statistics
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Parametric estimation for planar random flights observed at discrete times
Gregorio, Alessandro De
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Dipartimento di Economia, Management e Metodi …
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2007
We deal with a
planar
random
flight
{(X (t), Y (t)), 0 < t ? T } observed at n + 1 equidistant times ti = i?n , i = 0 …
Persistent link: https://www.econbiz.de/10009324445
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