On continuous and discrete sampling for parameter estimation in Markovian switching diffusions (Q6668660)
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scientific article; zbMATH DE number 7972569
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| English | On continuous and discrete sampling for parameter estimation in Markovian switching diffusions |
scientific article; zbMATH DE number 7972569 |
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On continuous and discrete sampling for parameter estimation in Markovian switching diffusions (English)
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22 January 2025
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Markovian switching diffusions
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stochastic differential equation
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maximum likelihood estimator
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0.8412055969238281
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0.8378080129623413
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0.8131826519966125
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0.8043891191482544
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