A quasi-likelihood approach to estimating parameters in diffusion-type processes (Q4309038)
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scientific article; zbMATH DE number 653159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-likelihood approach to estimating parameters in diffusion-type processes |
scientific article; zbMATH DE number 653159 |
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A quasi-likelihood approach to estimating parameters in diffusion-type processes (English)
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12 October 1994
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Cox-Ingersoll-Ross model
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estimation of parameters in diffusion models
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Radon-Nikodym derivative
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Langevin model
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