A quasi-likelihood approach to estimating parameters in diffusion-type processes

DOI10.1017/S0021900200107120zbMath0804.60067OpenAlexW4253310994MaRDI QIDQ4309038

Christopher C. Heyde

Publication date: 12 October 1994

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0021900200107120

zbMATH Keywords

Radon-Nikodym derivativeCox-Ingersoll-Ross modelLangevin modelestimation of parameters in diffusion models

Mathematics Subject Classification ID

Diffusion processes (60J60)

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