Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017)
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scientific article; zbMATH DE number 6918238
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| English | Efficient computation of the quasi likelihood function for discretely observed diffusion processes |
scientific article; zbMATH DE number 6918238 |
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Efficient computation of the quasi likelihood function for discretely observed diffusion processes (English)
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15 August 2018
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quasi likelihood
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diffusion process
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conditional moment
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maximum likelihood
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stochastic differential equation
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0.8487924337387085
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0.8267620205879211
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0.8010955452919006
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0.8000668883323669
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0.7912368178367615
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