๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Parametric estimation for the standard and geometric telegraph process observed at discrete times

โœ Scribed by Alessandro De Gregorio; Stefano Maria Iacus


Publisher
Springer Netherlands
Year
2007
Tongue
English
Weight
221 KB
Volume
11
Category
Article
ISSN
1387-0874

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A note on asymptotic properties of the e
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