期刊文献+

A New Method to Estimate Nonlinear Diffusions Based on Discretely Observed Data

估计一类非线性扩散过程参数的新方法(英文)
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摘要 The paper proposes a new method to estimate nonlinear diffusions based on discretely observed data, and gives some properties of the corresponding parameters estimation.
出处 《Chinese Quarterly Journal of Mathematics》 CSCD 2002年第2期94-100,共7页 数学季刊(英文版)
关键词 DIFFUSION GARCH PML limit theory 非线性扩散过程 参数 GARCH PML 极限理论
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参考文献9

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