Pages that link to "Item:Q5147562"
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The following pages link to Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562):
Displaying 10 items.
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Maximum likelihood estimates of a class of one-dimensional stochastic differential equation models from discrete data (Q2759335) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- (Q3077851) (← links)
- Adaptive control of diffusion processes with a discounted reward criterion (Q3386883) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data (Q3440742) (← links)
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (Q5474965) (← links)
- Parameter estimation for generalized Ait-Sahalia-type interest rate model (Q6171889) (← links)
- An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (Q6591285) (← links)