Approximate maximum likelihood estimation for diffusion processes from discrete observations
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Publication:4890036
DOI10.1080/17442509508833960zbMath0864.60048MaRDI QIDQ4890036
Mahendra Nath Mishra, Jaya P. N. Bishwal
Publication date: 3 June 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509508833960
stochastic differential equation; diffusion process; maximum likelihood estimate; trapezoidal rule; discrete sampling; regularly spaced time interval
62M05: Markov processes: estimation; hidden Markov models
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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