Parameter estimation in a verhulst stochastic model

DOI10.1007/BF02589120zbMath1446.62231OpenAlexW2085014295MaRDI QIDQ3598344

Francesca Parpinel

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589120

zbMATH Keywords

maximum likelihood estimationstochastic differential equationsdiscrete approximationcontinuous-time models

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Estimation for diffusion processes from discrete observation
• On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
• Numerical solution of SDE through computer experiments. Including floppy disk
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