An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (Q6591285)
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: An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model |
scientific article; zbMATH DE number 7900166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model |
scientific article; zbMATH DE number 7900166 |
Statements
An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (English)
0 references
21 August 2024
0 references
multidimensional diffusion processes
0 references
maximum likelihood estimation
0 references
uniform ellipticity
0 references
asymptotic mixed normality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
