Approximation of maximum likelihood estimator for diffusion processes from discrete observations

Simple item page
dc.contributor.authorRao, B L S P
dc.contributor.authorMishra, M N
dc.date.accessioned2012-02-09T17:40:10Z
dc.date.available2012-02-09T17:40:10Z
dc.date.issued2002
dc.identifier.citationStochastic analysis and applications,V20,P1309-1329en_US
dc.identifier.urihttp://hdl.handle.net/10263/3243
dc.language.isoenen_US
dc.subjectStochastic differential equationen_US
dc.subjectDiffusion processen_US
dc.subjectMaximum likelihood estimatoren_US
dc.subjectTrapezoidal rule of approximationen_US
dc.subjectRectangular rule of approximationen_US
dc.subjectRegularly spaced discrete time pointsen_US
dc.titleApproximation of maximum likelihood estimator for diffusion processes from discrete observationsen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Binder1.pdf
Size:
1.72 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Sociology