Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix (Q4595885)
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scientific article; zbMATH DE number 6816104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix |
scientific article; zbMATH DE number 6816104 |
Statements
Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix (English)
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6 December 2017
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conditional characteristic function
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generalized method of moments
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maximum likelihood estimation
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multivariate diffusion process
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