Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941): Difference between revisions
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diffusion process | |||
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kernel estimation | |||
Property / zbMATH Keywords: kernel estimation / rank | |||
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pseudo-likelihood | |||
Property / zbMATH Keywords: pseudo-likelihood / rank | |||
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semiparametric | |||
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testing | |||
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Revision as of 07:49, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models |
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Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (English)
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1 August 2016
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diffusion process
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kernel estimation
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pseudo-likelihood
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semiparametric
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testing
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