Approximate maximum likelihood estimation for diffusion processes from discrete observations (Q4890036)
From MaRDI portal
scientific article; zbMATH DE number 915160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate maximum likelihood estimation for diffusion processes from discrete observations |
scientific article; zbMATH DE number 915160 |
Statements
Approximate maximum likelihood estimation for diffusion processes from discrete observations (English)
0 references
3 June 1997
0 references
stochastic differential equation
0 references
diffusion process
0 references
maximum likelihood estimate
0 references
discrete sampling
0 references
regularly spaced time interval
0 references
trapezoidal rule
0 references
