Some aspects of diffusion processes

DOI10.1080/00207728308926506MaRDI QIDQ3660761zbMATH OpenOpenAlexFDO

Authors G. Tintner, G. Gómez

Publication date 1983

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728308926506

zbMATH Keywords

differencinggeneralized multivariate diffusion processesindirect methodmaximum likelihood principlepower transformations

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to economics (62P20) Economic growth models (91B62) Optimal stochastic control (93E20)

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