Closed-form likelihoods for stochastic differential equation growth models

DOI10.1002/CJS.10071MaRDI QIDQ3589854zbMATHOpenAlexWikidataFDO

Authors

Publication date 20 September 2010

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.10071

zbMATH Keywords

likelihood estimationstochastic differential equationspseudo-likelihoodsgrowth modelling

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(3)

• Stochastic continuous time growth models that allow for closed form solutions
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