Approximate maximum likelihood estimation for diffusion processes from discrete observations

DOI10.1080/17442509508833960MaRDI QIDQ4890036zbMATH OpenOpenAlexFDO

Authors Mahendra Nath Mishra, Jaya P. N. Bishwal

Publication date 3 June 1997

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508833960

zbMATH Keywords

diffusion processdiscrete samplingmaximum likelihood estimateregularly spaced time intervalstochastic differential equationtrapezoidal rule

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov processes: estimation; hidden Markov models (62M05)

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