Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562)
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scientific article; zbMATH DE number 1903607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of time-inhomogeneous diffusions. |
scientific article; zbMATH DE number 1903607 |
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Maximum likelihood estimation of time-inhomogeneous diffusions. (English)
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4 May 2003
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Maximum likelihood estimation
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Time-inhomogeneous diffusion
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Transition
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density
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Hermite expansion
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