Parametric inference for discretely sampled stochastic differential equations
Michael Sørensen
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003834179