scientific article

zbMath1327.62101MaRDI QIDQ3452002

Grigol Sokhadze, Zaza Khechinashvili, T. G. Buadze

Publication date: 18 November 2015

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

zbMATH Keywords

Ornstein-Uhlenbeck processvolatilitydriftmaximal likelihood esitimation

Mathematics Subject Classification ID

Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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