๐”– Bobbio Scriptorium
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On the derivation of a periodic variation from a series of quantities observed at equal intervals of time

โœ Scribed by Nils Ekholm

Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
199 KB
Volume
11
Category
Article
ISSN
0035-9009

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๐Ÿ“œ SIMILAR VOLUMES

A note on asymptotic properties of the e
A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times
โœ Isao Shoji ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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