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Approximate maximum likelihood estimation of drift parameters in a diffusion model (CROSBI ID 698788)
Prilog sa skupa u zborniku | sažetak izlaganja sa skupa
Huzak, Miljenko
Approximate maximum likelihood estimation of drift parameters in a diffusion model. 2019. str. 1-1
Podaci o odgovornosti
Huzak, Miljenko
engleski
Approximate maximum likelihood estimation of drift parameters in a diffusion model
A simple approximate maximum likelihood method of estimation of nonlinear drift parameters based on discrete observations of a diffusion path is analyzed asymptotically.
parameter estimation ; diffusion processes ; discrete observation
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
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nije evidentirano
Podaci o prilogu
1-1.
2019.
objavljeno
Podaci o matičnoj publikaciji
Podaci o skupu
Probability, Analysis, and Applications, Workshop on the occasion of the 60th birthday of Professors Hrvoje Šikić and Zoran Vondraček
pozvano predavanje
12.06.2019-14.06.2019
Zagreb, Hrvatska
Povezanost rada
Povezane osobe
