MINIMUM CONTRAST ESTIMATION FOR DISCRETELY OBSERVED DIFFUSION PROCESSES WITH SMALL DISPERSION PARAMETER
Author(s) -
Masayuki Uchida
Publication year - 2004
Publication title -
bulletin of informatics and cybernetics
Language(s) - English
Resource type - Journals
eISSN - 2435-743X
pISSN - 0286-522X
DOI - 10.5109/12577
Subject(s) - contrast (vision) , diffusion , dispersion (optics) , statistics , mathematics , estimation , estimation theory , statistical physics , physics , optics , economics , thermodynamics , management
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