Parametric inference for discretely sampled stochastic differential equations
Year of publication: |
2009
|
---|---|
Authors: | Sørensen, Michael |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 531-553
|
Subject: | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stichprobenerhebung | Sampling | Analysis | Mathematical analysis | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
-
Parametric Inference for Discretely Sampled Stochastic Differential Equations
Sorensen, Michael, (2008)
-
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael, (2002)
-
Iacus, Stefano Maria, (2010)
- More ...
-
The Pearson diffusions: A class of statistically tractable diffusion processes
Sørensen, Michael, (2007)
-
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael, (2008)
-
Simulation of multivariate diffusion bridges
Bladt, Mogens, (2014)
- More ...