Maximum likelihood estimation in Skorohod stochastic differential equations (Q3552140): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q413384 |
||
| Property / author | |||
| Property / author: Jaya P. N. Bishwal / rank | |||
Revision as of 21:12, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation in Skorohod stochastic differential equations |
scientific article |
Statements
Maximum likelihood estimation in Skorohod stochastic differential equations (English)
0 references
13 April 2010
0 references
Skorohod stochastic differential equations
0 references
Skorohod integral
0 references
anticipative Girsanov transformation
0 references
maximum likelihood estimator
0 references
consistency
0 references
limit distribution
0 references
Carleman-Fredholm determinant
0 references
