Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5255825
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating parameters in diffusion processes using an approximate maximum likelihood approach |
scientific article; zbMATH DE number 5255825 |
Statements
Estimating parameters in diffusion processes using an approximate maximum likelihood approach (English)
0 references
31 March 2008
0 references
approximate likelihood function
0 references
Durham-Gallant estimator
0 references
Crank-Nicholson scheme
0 references
nonlinear CKLS model
0 references
0 references
0 references
0 references
0.8491931557655334
0 references
0.8436513543128967
0 references
0.8343880772590637
0 references
