Estimation for Dynamical Systems with Small Noise from Discrete Observations
Work
Year: 2003
Type: article
Abstract: We consider an efficient estimation of an unknown parameter appearing in both the drift and the diffusion coefficient for a d-dimensional dynamical system with small noise. Asymptotic properties of an... more
Author Masayuki Uchida
Institution Kyushu University
Cites: 16
Cited by: 15
Related to: 10
FWCI: 0.89
Citation percentile (by year/subfield): 80.29
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze