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Mathematical Communications, Vol. 3 No. 1, 1998.

Professional paper

Parameter estimation of diffusion models

M. Huzak

Full text: english pdf 144 Kb

page 129-134

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Abstract

Parameter estimation problems of diffusion models are discussed. The problems of maximum likelihood estimation and model selections from continuous observations are illustrated through diffusion growth model which generalizes some classical ones.

Keywords

diffusion growth model; diffusion process; stochastic differential equation; maximum likelihood estimation; model selection

Hrčak ID:

1797

URI

https://hrcak.srce.hr/1797

Publication date:

20.6.1998.

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