Statistical inference for stochastic differential equations (Q6602008)

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Statistical inference for stochastic differential equations

scientific article; zbMATH DE number 7910634

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English	Statistical inference for stochastic differential equations	scientific article; zbMATH DE number 7910634

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instance of

scholarly article

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title

Statistical inference for stochastic differential equations (English)

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Wiley Interdisciplinary Reviews. WIREs Computational Statistics

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publication date

11 September 2024

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zbMATH Keywords

data augmentation

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discretely sampled diffusions

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parameter estimation

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transition density estimation

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MaRDI profile type

MaRDI publication profile

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cites work

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copyright license

Creative Commons Attribution-NonCommercial 4.0 International

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Identifiers

zbMATH Open document ID

1544.62033

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Statistical inference for stochastic differential equations