Open AccessTwo consistent estimators for the skew Brownian motion
Author(s) -
Antoine Lejay,
Ernesto Mordecki,
Soledad Torres
Publication year - 2018
Publication title -
esaim probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.409
H-Index - 30
eISSN - 1292-8100
pISSN - 1262-3318
DOI - 10.1051/ps/2018018
Subject(s) - estimator , skew , brownian motion , mathematics , statistical physics , maximum likelihood , population , diffusion process , econometrics , statistics , mathematical analysis , mathematical optimization , physics , computer science , knowledge management , demography , innovation diffusion , sociology , astronomy
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