Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds (Q5432657): Difference between revisions
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Latest revision as of 16:59, 30 December 2024
scientific article; zbMATH DE number 5221193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds |
scientific article; zbMATH DE number 5221193 |
Statements
Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds (English)
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17 December 2007
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inverse problem for PDE
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maximum likelihood estimation
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stochastic differential equation
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wavelets
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