Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid (Q5043793)
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scientific article; zbMATH DE number 7597072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid |
scientific article; zbMATH DE number 7597072 |
Statements
Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid (English)
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6 October 2022
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expansion
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Itô-Taylor expansion
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mixing
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stochastic differential equation
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transition density approximation
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