Estimation of continuous-time Markov processes sampled at random time intervals
Year of publication: |
2004
|
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Authors: | Duffie, Darrell ; Glynn, Peter W. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 72.2004, 6, p. 1773-1808
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Subject: | Markov-Kette | Markov chain | Theorie | Theory | Momentenmethode | Method of moments |
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