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zbMath1350.60080MaRDI QIDQ2827623

Ahmed Nafidi, R. Gutiérrez, R. Gutiérrez-Sanchez

Publication date: 20 October 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equation diffusion process likelihood estimation trend functions matrix differential calculus homogeneous Vasicek model

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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