Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient importance sampling maximum likelihood estimation of stochastic differential equations |
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Efficient importance sampling maximum likelihood estimation of stochastic differential equations (English)
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14 April 2014
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diffusion process
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stochastic differential equation
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transition density
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importance sampling
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simulated maximum likelihood
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