Approximation of the likelihood function for stochastic differential equations with Markovian switching (Q6540484)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximation of the likelihood function for stochastic differential equations with Markovian switching |
scientific article; zbMATH DE number 7850007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the likelihood function for stochastic differential equations with Markovian switching |
scientific article; zbMATH DE number 7850007 |
Statements
Approximation of the likelihood function for stochastic differential equations with Markovian switching (English)
0 references
15 May 2024
0 references
likelihood function
0 references
convergence
0 references
Markovian switching
0 references
stochastic differential equations
0 references
