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Maximum likelihood estimation for integrated diffusion processes
by
Baltazar-Larios, Fernando
,
Sørensen, Michael
Published 2010
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2
Comparison of Statistical Approaches for Reconstructing Random Coefficients in the Problem of Stochastic Modeling of Air–Sea Heat Flux Increments
by
Konstantin P. Belyaev
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Andrey K. Gorshenin
,
Victor Yu. Korolev
,
Anastasiia A. Osipova
Published in
Mathematics
(2024)
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Baltazar-Larios, Fernando
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Victor Yu. Korolev
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stochastic differential equation
Diffusion bridge
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discretely sampled diffusions
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finite normal mixtures
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likelihood inference
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measurement error
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nonparametric estimation
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stochastic model
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