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A Note on the Transition Density Estimate for Some Diffusion Process on ad–Set

✍ Scribed by V. Knopova


Book ID
106334676
Publisher
Springer Netherlands
Year
2007
Tongue
English
Weight
398 KB
Volume
96
Category
Article
ISSN
0167-8019

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✍ Isao Shoji 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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