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

Chinese Quarterly Journal of Mathematics ›› 2002, Vol. 16 ›› Issue (2): 94-100.

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

中国人民大学统计系中国人民大学统计系北京100872

Received:2002-04-10 Online:2002-06-30 Published:2024-05-09
About author:DU Ben-feng（1963－）,male,native of Zhengzhou,Henan,a doctor candidate of statisticsRenmin University of China,engages in risk management．

Abstract

CLC Number:

O212

DU Ben-feng, GUO Xing-yi, YANG Jun-long. A New Method to Estimate Nonlinear Diffusions Based on Discretely Observed Data [J]. Chinese Quarterly Journal of Mathematics, 2002, 16(2): 94-100.

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

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