Matches in SemOpenAlex for { <https://semopenalex.org/work/W2087538067> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2087538067 abstract "This paper shows that discretization after the application of Itô formula in the Girsanov likelihood produces estimators of the drift which have faster rates of convergence than the Euler estimator for stationary ergodic diffusions and is free of approximating the stochastic integral. The discretization schemes are related to the Hausdorff moment problem. Interalia I introduce a new stochastic integral which will be of independent interest. I show strong consistency, asymptotic normality and a Berry-Esseen bound for the corresponding approximate maximum likelihood estimators of the drift parameter from high frequency data observed over a long time period." @default.
- W2087538067 created "2016-06-24" @default.
- W2087538067 creator A5000900529 @default.
- W2087538067 date "2007-01-19" @default.
- W2087538067 modified "2023-09-23" @default.
- W2087538067 title "A new estimating function for discretely sampled diffusions" @default.
- W2087538067 cites W1971169453 @default.
- W2087538067 cites W1983092535 @default.
- W2087538067 cites W1985485767 @default.
- W2087538067 cites W1992080283 @default.
- W2087538067 cites W2008199532 @default.
- W2087538067 cites W2019543719 @default.
- W2087538067 cites W2026417132 @default.
- W2087538067 cites W2065017532 @default.
- W2087538067 cites W2084190283 @default.
- W2087538067 cites W2084442070 @default.
- W2087538067 cites W2098754649 @default.
- W2087538067 cites W2099836592 @default.
- W2087538067 cites W2114095694 @default.
- W2087538067 cites W2132552502 @default.
- W2087538067 cites W2142283455 @default.
- W2087538067 cites W2143792696 @default.
- W2087538067 cites W2156618588 @default.
- W2087538067 cites W3106197030 @default.
- W2087538067 doi "https://doi.org/10.1515/rose.2007.005" @default.
- W2087538067 hasPublicationYear "2007" @default.
- W2087538067 type Work @default.
- W2087538067 sameAs 2087538067 @default.
- W2087538067 citedByCount "6" @default.
- W2087538067 countsByYear W20875380672022 @default.
- W2087538067 countsByYear W20875380672023 @default.
- W2087538067 crossrefType "journal-article" @default.
- W2087538067 hasAuthorship W2087538067A5000900529 @default.
- W2087538067 hasConcept C104824951 @default.
- W2087538067 hasConcept C105795698 @default.
- W2087538067 hasConcept C118615104 @default.
- W2087538067 hasConcept C121332964 @default.
- W2087538067 hasConcept C122044880 @default.
- W2087538067 hasConcept C122377713 @default.
- W2087538067 hasConcept C134306372 @default.
- W2087538067 hasConcept C179254644 @default.
- W2087538067 hasConcept C185429906 @default.
- W2087538067 hasConcept C201779956 @default.
- W2087538067 hasConcept C2776436953 @default.
- W2087538067 hasConcept C28826006 @default.
- W2087538067 hasConcept C31388003 @default.
- W2087538067 hasConcept C33923547 @default.
- W2087538067 hasConcept C38652104 @default.
- W2087538067 hasConcept C41008148 @default.
- W2087538067 hasConcept C51955184 @default.
- W2087538067 hasConcept C57945734 @default.
- W2087538067 hasConcept C65778772 @default.
- W2087538067 hasConcept C73000952 @default.
- W2087538067 hasConcept C74650414 @default.
- W2087538067 hasConcept C76178495 @default.
- W2087538067 hasConceptScore W2087538067C104824951 @default.
- W2087538067 hasConceptScore W2087538067C105795698 @default.
- W2087538067 hasConceptScore W2087538067C118615104 @default.
- W2087538067 hasConceptScore W2087538067C121332964 @default.
- W2087538067 hasConceptScore W2087538067C122044880 @default.
- W2087538067 hasConceptScore W2087538067C122377713 @default.
- W2087538067 hasConceptScore W2087538067C134306372 @default.
- W2087538067 hasConceptScore W2087538067C179254644 @default.
- W2087538067 hasConceptScore W2087538067C185429906 @default.
- W2087538067 hasConceptScore W2087538067C201779956 @default.
- W2087538067 hasConceptScore W2087538067C2776436953 @default.
- W2087538067 hasConceptScore W2087538067C28826006 @default.
- W2087538067 hasConceptScore W2087538067C31388003 @default.
- W2087538067 hasConceptScore W2087538067C33923547 @default.
- W2087538067 hasConceptScore W2087538067C38652104 @default.
- W2087538067 hasConceptScore W2087538067C41008148 @default.
- W2087538067 hasConceptScore W2087538067C51955184 @default.
- W2087538067 hasConceptScore W2087538067C57945734 @default.
- W2087538067 hasConceptScore W2087538067C65778772 @default.
- W2087538067 hasConceptScore W2087538067C73000952 @default.
- W2087538067 hasConceptScore W2087538067C74650414 @default.
- W2087538067 hasConceptScore W2087538067C76178495 @default.
- W2087538067 hasIssue "1" @default.
- W2087538067 hasLocation W20875380671 @default.
- W2087538067 hasOpenAccess W2087538067 @default.
- W2087538067 hasPrimaryLocation W20875380671 @default.
- W2087538067 hasRelatedWork W1987620537 @default.
- W2087538067 hasRelatedWork W2059195284 @default.
- W2087538067 hasRelatedWork W2087538067 @default.
- W2087538067 hasRelatedWork W2103502740 @default.
- W2087538067 hasRelatedWork W2285051886 @default.
- W2087538067 hasRelatedWork W2769296568 @default.
- W2087538067 hasRelatedWork W3021432157 @default.
- W2087538067 hasRelatedWork W3086843771 @default.
- W2087538067 hasRelatedWork W3123593911 @default.
- W2087538067 hasRelatedWork W4299891282 @default.
- W2087538067 hasVolume "15" @default.
- W2087538067 isParatext "false" @default.
- W2087538067 isRetracted "false" @default.
- W2087538067 magId "2087538067" @default.
- W2087538067 workType "article" @default.