Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017): Difference between revisions
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Latest revision as of 21:29, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient computation of the quasi likelihood function for discretely observed diffusion processes |
scientific article |
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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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