Some aspects of diffusion processes
DOI10.1080/00207728308926506zbMath0514.62116OpenAlexW2037298215MaRDI QIDQ3660761
Guillermo L. Gómez M., Gerhard Tintner
Publication date: 1983
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728308926506
indirect methodmaximum likelihood principlepower transformationsdifferencinggeneralized multivariate diffusion processes
Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05) Economic growth models (91B62) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Cites Work
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