Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2418128690 / rank | |||
Normal rank |
Revision as of 19:15, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient computation of the quasi likelihood function for discretely observed diffusion processes |
scientific article |
Statements
Efficient computation of the quasi likelihood function for discretely observed diffusion processes (English)
0 references
15 August 2018
0 references
quasi likelihood
0 references
diffusion process
0 references
conditional moment
0 references
maximum likelihood
0 references
stochastic differential equation
0 references