Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/3243| Title: | Approximation of maximum likelihood estimator for diffusion processes from discrete observations |
| Authors: | Rao, B L S P Mishra, M N |
| Keywords: | Stochastic differential equation Diffusion process Maximum likelihood estimator Trapezoidal rule of approximation Rectangular rule of approximation Regularly spaced discrete time points |
| Issue Date: | 2002 |
| Citation: | Stochastic analysis and applications,V20,P1309-1329 |
| URI: | http://hdl.handle.net/10263/3243 |
| Appears in Collections: | Sociology |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Binder1.pdf | 1.76 MB | Adobe PDF | View/Open |
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