Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941)
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scientific article; zbMATH DE number 6608358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models |
scientific article; zbMATH DE number 6608358 |
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Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (English)
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1 August 2016
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diffusion process
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kernel estimation
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pseudo-likelihood
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semiparametric
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testing
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