Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics (Q4299586)
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scientific article; zbMATH DE number 600244
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| English | Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics |
scientific article; zbMATH DE number 600244 |
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Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics (English)
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8 September 1994
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multidimensional lognormal diffusion
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discrete and continuous sampling of diffusion processes
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maximum likelihood in diffusion processes
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