Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951)
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scientific article; zbMATH DE number 7962714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric inference for diffusion processes observed at discrete points in time: a survey |
scientific article; zbMATH DE number 7962714 |
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Parametric inference for diffusion processes observed at discrete points in time: a survey (English)
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7 January 2025
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Bayesian analysis
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diffusion processes
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discrete-time observations
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efficient method of moments (EMM)
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estimating functions
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indirect inference
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likelihood approximations
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