APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS (Q4797335): Difference between revisions

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Property / author: Mahendra Nath Mishra / rank
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Latest revision as of 13:46, 5 June 2024

scientific article; zbMATH DE number 1881665
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English
APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS
scientific article; zbMATH DE number 1881665

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    APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS (English)
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    5 May 2003
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    diffusion process
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    trapezoidal rule of approximation
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    rectangular rule of approximation
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    regularly spaced discrete time points
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    maximum likelihood estimator
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