Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion

Sandie Souchet Samos

ESAIM: Probability and Statistics (2000)

  • Volume: 4, page 233-258
  • ISSN: 1292-8100

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Souchet Samos, Sandie. "Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion." ESAIM: Probability and Statistics 4 (2000): 233-258. <http://eudml.org/doc/104265>.

@article{SouchetSamos2000,
author = {Souchet Samos, Sandie},
journal = {ESAIM: Probability and Statistics},
keywords = {trapezoidal scheme; Simpson scheme; ergodic diffusion; instrumental variables estimation; generalized method of moments; contrast; bias of estimation; variance asymptotic efficiency},
language = {fre},
pages = {233-258},
publisher = {EDP Sciences},
title = {Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion},
url = {http://eudml.org/doc/104265},
volume = {4},
year = {2000},
}

TY - JOUR
AU - Souchet Samos, Sandie
TI - Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion
JO - ESAIM: Probability and Statistics
PY - 2000
PB - EDP Sciences
VL - 4
SP - 233
EP - 258
LA - fre
KW - trapezoidal scheme; Simpson scheme; ergodic diffusion; instrumental variables estimation; generalized method of moments; contrast; bias of estimation; variance asymptotic efficiency
UR - http://eudml.org/doc/104265
ER -

References

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