On continuous and discrete sampling for parameter estimation in Markovian switching diffusions (Q6668660)
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scientific article; zbMATH DE number 7972569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On continuous and discrete sampling for parameter estimation in Markovian switching diffusions |
scientific article; zbMATH DE number 7972569 |
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On continuous and discrete sampling for parameter estimation in Markovian switching diffusions (English)
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22 January 2025
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Markovian switching diffusions
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stochastic differential equation
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maximum likelihood estimator
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