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Exact Monte Carlo likelihood-based inference for jump-diffusion processes - MaRDI portal

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Exact Monte Carlo likelihood-based inference for jump-diffusion processes (Q6606055)

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scientific article; zbMATH DE number 7913966
Language Label Description Also known as
English
Exact Monte Carlo likelihood-based inference for jump-diffusion processes
scientific article; zbMATH DE number 7913966

    Statements

    title
    Exact Monte Carlo likelihood-based inference for jump-diffusion processes (English)
    0 references
    publication date
    16 September 2024
    0 references
    zbMATH Keywords
    Barker's algorithm
    0 references
    MCEM
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    MCMC
    0 references
    Poisson estimator
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    retrospective sampling
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    Identifiers

    zbMATH DE Number
    7913966
    0 references
     
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