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Maximum Likelihood Estimates of a Class of One-Dimensional Stochastic Differential Equation Models From Discrete Data

✍ Scribed by Eugene M. Cleur

Book ID
108549473
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
144 KB
Volume
22
Category
Article
ISSN
0143-9782

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πŸ“œ SIMILAR VOLUMES

A Stochastic Differential Equation for a
A Stochastic Differential Equation for a Class of Feller's One-dimensional Diffusion
✍ JΓΌrgen Groh πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 252 KB πŸ‘ 1 views

Sarh processes X were first described by WILLIAN FELLER in a purely analytical way, using the generalized second-order differential operator U,D;. In the rase of natural boundaries of the state space R and a trivial road map p(xj =x, these diffusion processes are martingales. In the present paper it