Likelihood-based inference for a class of multivariate diffusions with unobserved paths
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Publication:997298
DOI10.1016/j.jspi.2006.05.017zbMath1114.62080MaRDI QIDQ997298
Publication date: 23 July 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.017
62P05: Applications of statistics to actuarial sciences and financial mathematics
62M05: Markov processes: estimation; hidden Markov models
65C40: Numerical analysis or methods applied to Markov chains
60J60: Diffusion processes
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