Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164)
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scientific article; zbMATH DE number 7476377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of diffusions by continuous time Markov chain |
scientific article; zbMATH DE number 7476377 |
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Maximum likelihood estimation of diffusions by continuous time Markov chain (English)
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18 February 2022
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MLE
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diffusion
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SDE
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maximum likelihood estimation
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CTMC
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continuous time Markov chain
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stochastic differential equation
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estimation
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