Closed-form likelihoods for stochastic differential equation growth models

DOI10.1002/cjs.10071zbMath1327.62453OpenAlexW2132572455WikidataQ115406362 ScholiaQ115406362MaRDI QIDQ3589854

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Publication date: 20 September 2010

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10071

zbMATH Keywords

stochastic differential equationslikelihood estimationpseudo-likelihoodsgrowth modelling

Mathematics Subject Classification ID

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

Related Items (1)

Estimating reducible stochastic differential equations by conversion to a least-squares problem

Cites Work

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• On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
• Likelihood Inference for Discretely Observed Nonlinear Diffusions

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