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Q4834284 - MaRDI portal

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scientific article; zbMATH DE number 758455
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scientific article; zbMATH DE number 758455

    Statements

    publication date
    11 June 1996
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    Mathematics Subject Classification ID
    62M05
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    60H10
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    62F12
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    zbMATH DE Number
    758455
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    zbMATH Keywords
    approximate transition density
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    diffusion process
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    Euler-Maruyama
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    Ornstein-Uhlenbeck process
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    maximum likelihood estimation
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    discrete observations
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    convergence results
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    approximate likelihood functions
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