A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions |
scientific article |
Statements
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (English)
0 references
12 May 2017
0 references
stochastic differential equations
0 references
parameter estimation
0 references
quasi-maximum likelihood
0 references
moments
0 references
0 references
0 references
0 references
