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An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model - MaRDI portal

An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model

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Publication:6444143

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arXiv2307.09199MaRDI QIDQ6444143

Andreja Vlahek Štrok, Miljenko Huzak, Snježana Lubura Strunjak

Publication date: 18 July 2023

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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