Approximation of maximum likelihood estimator for diffusion processes from discrete observations

dc.contributor.author	Rao, B L S P
dc.contributor.author	Mishra, M N
dc.date.accessioned	2012-02-09T17:40:10Z
dc.date.available	2012-02-09T17:40:10Z
dc.date.issued	2002
dc.identifier.citation	Stochastic analysis and applications,V20,P1309-1329	en_US
dc.identifier.uri	http://hdl.handle.net/10263/3243
dc.language.iso	en	en_US
dc.subject	Stochastic differential equation	en_US
dc.subject	Diffusion process	en_US
dc.subject	Maximum likelihood estimator	en_US
dc.subject	Trapezoidal rule of approximation	en_US
dc.subject	Rectangular rule of approximation	en_US
dc.subject	Regularly spaced discrete time points	en_US
dc.title	Approximation of maximum likelihood estimator for diffusion processes from discrete observations	en_US
dc.type	Article	en_US