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A note on some insights from decoupling the time derivative of an objective tensor

✍ Scribed by Thompson, Roney L.


Book ID
124086837
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
308 KB
Volume
82
Category
Article
ISSN
0020-7225

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πŸ“œ SIMILAR VOLUMES


A note on asymptotic properties of the e
✍ Isao Shoji πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 239 KB

In this note we investigate asymptotic properties of an estimator, called the Euler estimator, which is obtained by maximizing the likelihood function of the process discretized by the Euler method. By linking the Euler estimator of the coefficients of the drift function of a stochastic differential