APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION...

Stochastic Analysis and Applications 2002 / 12 Vol. 20; Iss. 6

APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS

Mishra, M. N., Prakasa Rao, B. L. S.
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Volume:
20
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1081/SAP-120015834
Date:
December, 2002
File:
PDF, 254 KB
english, 2002
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