Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017): Difference between revisions
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Revision as of 09:08, 29 February 2024
scientific article
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| English | Efficient computation of the quasi likelihood function for discretely observed diffusion processes |
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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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