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Q4538693 - MaRDI portal

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scientific article; zbMATH DE number 1767707
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scientific article; zbMATH DE number 1767707

    Statements

    author
    Isao Shoji
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    publication date
    16 July 2002
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    Mathematics Subject Classification ID
    65C50
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    60H10
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    60H35
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    60J60
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    65C30
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    zbMATH DE Number
    1767707
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    zbMATH Keywords
    numerical experiment
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    conditional moments
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    diffusion process
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    maximum likelihood estimation
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    stochastic differential equation
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    nonlinear
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