Maximum likelihood estimation of partially observed diffusion models (Q469573)

From MaRDI portal
Revision as of 07:17, 9 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Maximum likelihood estimation of partially observed diffusion models
scientific article

    Statements

    Maximum likelihood estimation of partially observed diffusion models (English)
    0 references
    0 references
    0 references
    0 references
    11 November 2014
    0 references
    closed-form approximation
    0 references
    diffusion model
    0 references
    efficient importance sampler
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers