Unbiased estimation with square root convergence for SDE models
Year of publication: |
2015
|
---|---|
Authors: | Rhee, Chang-Han ; Glynn, Peter W. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 5, p. 1026-1043
|
Subject: | unbiased estimation | exact estimation | square root convergence rate | stochastic differential equations | Schätztheorie | Estimation theory |
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