scientific article; zbMATH DE number 2075000

zbMATH Open1044.62089MaRDI QIDQ4469475FDOQ4469475

Authors: Dimitrinka Vladeva 

Publication date: 15 June 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

maximum likelihood estimationdiffusion process\(k\)-dimensional Wiener processdiscrete random sampling

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Estimation in multivariate analysis (62H12)

Cited In (3)

• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
• Maximum likelihood estimation for birth and multidimensional Brownian process
• Monte Carlo maximum likelihood estimation for discretely observed diffusion processes

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