scientific article; zbMATH DE number 813752

MaRDI QIDQ4854096zbMATH OpenFDO

Authors Francesca Parpinel

Publication date 4 February 1996

zbMATH Keywords

diffusion processesgeneral likelihood formulalinear and nonlinear modelsmultivariate extensions

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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(15)

• Maximum likelihood estimation for birth and multidimensional Brownian process
• Maximum likelihood estimation of hidden Markov processes
• A parameter estimation method using linear response statistics
• Maximum likelihood estimation for Wishart processes
• Pathwise stability of likelihood estimators for diffusions via rough paths
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• Maximum Likelihood Theory for Large Interacting Systems
• Parameter Estimation for Observed Diffusions in Manifolds
• scientific article; zbMATH DE number 2028712 (Why is no real title available?)
• Maximum Likelihood Estimator for Two-Point Boundary Value Process
• Approximate maximum likelihood estimation for diffusion processes from discrete observations
• Maximum likelihood principle and I-divergence: continuous time observations.
• A maximum a posteriori estimator for trajectories of diffusion processes
• Maximum likelihood estimation of drift and diffusion functions
• Information theory for maximum likelihood estimation of diffusion models

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