Estimation of continuous-time Markov processes sampled at random time intervals
by Darrel Duffie and Peter Glynn
| Year of publication: |
2004
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|---|---|
| Authors: | Duffie, Darrell ; Glynn, Peter W. |
| Published in: |
Econometrica : journal of the Econometric Society, an international 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002435480