Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1509.07751 / rank | |||
Normal rank | |||
Latest revision as of 21:29, 18 April 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
