Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix (Q4595885)
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scientific article; zbMATH DE number 6816104
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| English | Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix |
scientific article; zbMATH DE number 6816104 |
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Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix (English)
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6 December 2017
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conditional characteristic function
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generalized method of moments
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maximum likelihood estimation
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multivariate diffusion process
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0.8080912232398987
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0.7994508743286133
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0.7979245185852051
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0.7972696423530579
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0.7970600128173828
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