Statistical inference for diffusion processes from discrete observations

• Uchida Masayuki

  Graduate School of Engineering Science, Osaka University

Bibliographic Information

Other Title

• 離散観測に基づく拡散過程の統計的推測

Journal

• SUGAKU

  SUGAKU 60 (4), 368-379, 2008

  The Mathematical Society of Japan

Keywords

• statistical inference
• asymptotic theory
• stochastic differential equation
• discrete time observations

Details

• CRID: 1390282680042681856
• NII Article ID: 130004558871
• DOI: 10.11429/sugaku.0604368
• ISSN: 18836127
• ISSN: 0039470X
• MRID: 2456455
• Text Lang: ja
• Data Source:
  • JaLC
  • CiNii Articles