Second derivative of the log-likelihood in the model given by a Lévy driven SDEs (Q2933412)
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 6379376
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Second derivative of the log-likelihood in the model given by a Lévy driven SDEs |
scientific article; zbMATH DE number 6379376 |
Statements
10 December 2014
0 references
maximum likelihood estimate
0 references
Lévy driven SDE
0 references
regular statistical experiment
0 references
0.8534401655197144
0 references
0.7673549056053162
0 references
0.7290430665016174
0 references
0.7247577905654907
0 references
0.7215624451637268
0 references