A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126)
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scientific article; zbMATH DE number 6714801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions |
scientific article; zbMATH DE number 6714801 |
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A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (English)
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12 May 2017
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stochastic differential equations
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parameter estimation
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quasi-maximum likelihood
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moments
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