Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions |
scientific article |
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Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (English)
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17 September 2010
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conditional moments estimation
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simulated maximum likelihood estimator
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stochastic differential equations
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time-inhomogeneous diffusions
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