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Estimating a class of diffusions from discrete observations via approximate maximum likelihood method - MaRDI portal

Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562)

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scientific article; zbMATH DE number 7302489
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Estimating a class of diffusions from discrete observations via approximate maximum likelihood method
scientific article; zbMATH DE number 7302489

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    Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (English)
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    27 January 2021
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    parameter estimation
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    diffusion processes
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    discrete observation
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