Approximate maximum likelihood estimation for diffusion processes from discrete observations (Q4890036): Difference between revisions
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Revision as of 17:53, 5 March 2024
scientific article; zbMATH DE number 915160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate maximum likelihood estimation for diffusion processes from discrete observations |
scientific article; zbMATH DE number 915160 |
Statements
Approximate maximum likelihood estimation for diffusion processes from discrete observations (English)
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3 June 1997
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stochastic differential equation
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diffusion process
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maximum likelihood estimate
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discrete sampling
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regularly spaced time interval
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trapezoidal rule
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