| 作成者 |
|
| 本文言語 |
|
| 出版者 |
|
|
|
| 発行日 |
|
| 収録物名 |
|
| 巻 |
|
| 開始ページ |
|
| 終了ページ |
|
| 出版タイプ |
|
| アクセス権 |
|
| Crossref DOI |
|
| 関連DOI |
|
|
|
| 関連URI |
|
|
|
| 関連情報 |
|
|
|
| 概要 |
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.続きを見る
|
Mendeley出力
