Maximum likelihood estimation for continuous-time stochastic processes
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Publication:4127234
DOI10.2307/1425931zbMath0355.62086OpenAlexW4256638080MaRDI QIDQ4127234
Publication date: 1976
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1425931
Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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