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A Multiresolution Method for Parameter Estimation of Diffusion Processes
Diffusion process models are widely used in science, engineering and finance. Most diffusion processes are described by stochastic differential equations in continuous time. In practice, however, data is typically only observed at discrete time points. Except for a few very special cases, no analyti...
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| 主要な著者: | , , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
2012
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| 主題: | |
| オンライン･アクセス: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4201595/ https://ncbi.nlm.nih.gov/pubmed/25328259 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2012.720899 |
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