مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times

Title of article :

A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times

Author/Authors :

Isao Shoji، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1997

Pages :

From page :

153

To page :

159

Keywords :

maximum likelihood estimation , Euler discretization , stochastic differential equation

Journal title :

Statistics and Probability Letters

Serial Year :

1997

Journal title :

Statistics and Probability Letters

Record number :

138785

Link To Document :