APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS (Q4797335)
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scientific article; zbMATH DE number 1881665
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| English | APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS |
scientific article; zbMATH DE number 1881665 |
Statements
APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS (English)
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5 May 2003
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diffusion process
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trapezoidal rule of approximation
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rectangular rule of approximation
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regularly spaced discrete time points
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maximum likelihood estimator
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0.9580786228179932
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0.8556894659996033
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0.8539403080940247
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0.8502901792526245
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