Estimating parameters of diffusion process with unreachable boundary (Q493867)
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scientific article; zbMATH DE number 6478665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating parameters of diffusion process with unreachable boundary |
scientific article; zbMATH DE number 6478665 |
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Estimating parameters of diffusion process with unreachable boundary (English)
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4 September 2015
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diffusion processes
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parameter estimation
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maximum likelihood method
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martingale methods
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stochastic differential equations
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