Pathwise stability of likelihood estimators for diffusions via rough paths (Q341608)
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scientific article; zbMATH DE number 6653634
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| English | Pathwise stability of likelihood estimators for diffusions via rough paths |
scientific article; zbMATH DE number 6653634 |
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Pathwise stability of likelihood estimators for diffusions via rough paths (English)
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16 November 2016
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maximum likelihood estimation
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robust estimation
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rough paths analysis
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0.7962955832481384
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0.7903341054916382
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0.7793225049972534
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