Maximum likelihood estimation of partially observed diffusion models (Q469573)
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scientific article; zbMATH DE number 6368011
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| English | Maximum likelihood estimation of partially observed diffusion models |
scientific article; zbMATH DE number 6368011 |
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Maximum likelihood estimation of partially observed diffusion models (English)
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11 November 2014
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closed-form approximation
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diffusion model
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efficient importance sampler
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0.8549925684928894
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0.8413979411125183
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0.8409334421157837
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0.8321915864944458
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