Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) |
scientific article |
Statements
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (English)
0 references
14 November 2006
0 references
Cox-Ingersoll-Ross model
0 references
EM algorithm
0 references
graphical models
0 references
Markov chain Monte Carlo methods
0 references
Monte Carlo maximum likelihood
0 references
retrospective sampling
0 references
transition density estimators
0 references
acceptance method
0 references
Poisson estimator
0 references
