scientific article; zbMATH DE number 6872728

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zbMath1388.60140MaRDI QIDQ4643409

R. Gutiérrez-Sanchez, Ahmed Nafidi

Publication date: 24 May 2018

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

zbMATH Keywords

exogenous factors lognormal diffusion process likelihood estimation in diffusion process trends function

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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