Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics (Q4299586): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/asm.3150070402 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2101513208 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4039942 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3894827 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Sobre la estimacion del coeficiente de tendencia en procesos de difusion con paradas aleatorias / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Sortie aspects of stochastic economics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3319574 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4039873 / rank | |||
Normal rank | |||
Latest revision as of 15:50, 22 May 2024
scientific article; zbMATH DE number 600244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics |
scientific article; zbMATH DE number 600244 |
Statements
Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics (English)
0 references
8 September 1994
0 references
multidimensional lognormal diffusion
0 references
discrete and continuous sampling of diffusion processes
0 references
maximum likelihood in diffusion processes
0 references
0 references
