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Parameter estimation for the drift of a time inhomogeneous jump diffusion process - MaRDI portal

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Parameter estimation for the drift of a time inhomogeneous jump diffusion process (Q6552749)

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scientific article; zbMATH DE number 7862517
Language Label Description Also known as
English
Parameter estimation for the drift of a time inhomogeneous jump diffusion process
scientific article; zbMATH DE number 7862517

    Statements

    title
    Parameter estimation for the drift of a time inhomogeneous jump diffusion process (English)
    0 references
    author
    Brice Franke
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    Thomas Kott
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    publication date
    10 June 2024
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    zbMATH Keywords
    time-inhomogeneous diffusion process
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    time-continuous sample
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    least squares estimation
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    maximum likelihood
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60H10
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    60J60
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    60G51
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    zbMATH DE Number
    7862517
    0 references
     
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