Maximum likelihood estimation for the drift parameter in diffusion processes
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Publication:2833696
DOI10.1080/17442508.2015.1124879zbMath1367.62247OpenAlexW2309107819MaRDI QIDQ2833696
Publication date: 25 November 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2015.1124879
Related Items (4)
Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations ⋮ LAMN property for multivariate inhomogeneous diffusions with discrete observations ⋮ Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises ⋮ Estimation for incomplete information stochastic systems from discrete observations
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