Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017): Difference between revisions

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Latest revision as of 09:06, 16 July 2024

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Efficient computation of the quasi likelihood function for discretely observed diffusion processes
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    Efficient computation of the quasi likelihood function for discretely observed diffusion processes (English)
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    15 August 2018
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    quasi likelihood
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    diffusion process
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    conditional moment
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    maximum likelihood
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    stochastic differential equation
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