| Creator |
|
| Language |
|
| Publisher |
|
|
|
| Date |
|
| Source Title |
|
| Vol |
|
| First Page |
|
| Last Page |
|
| Publication Type |
|
| Access Rights |
|
| Crossref DOI |
|
| Related DOI |
|
|
|
| Related URI |
|
|
|
| Relation |
|
|
|
| Abstract |
The parametric estimation of both drift and diffusion coefficient parameters for $ d $-dimensional diffusion processes with small dispersion parameter $ \varepsilon $ is stated when the data are discr...etely observed at equidistant time points $ k/n $, $ k = 0,1, cdots, n $. Using the contrast function based on a Gaussian approximation to the transition density, we present asymptotic properties for the minimum contrast estimator as $ \varepsilon $ tends to $ 0 $ and $ n $ tends to $ infty $ simultaneously.show more
|
Export Mendeley
p035