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"Maximum likelihood estimation of diffusions by continuous time Markov chain."

Justin Lars Kirkby et al. (2022)

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DOI: 10.1016/J.CSDA.2021.107408

access: closed

type: Journal Article

metadata version: 2023-09-28

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  - https://dblp.org/rec/journals/csda/KirkbyDNN22
Justin Lars Kirkby, Nguyen Hai Dang, Duy Nguyen, Nhu N. Nguyen:
Maximum likelihood estimation of diffusions by continuous time Markov chain. Comput. Stat. Data Anal. 168: 107408 (2022)

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