Publication date: 20 June 2024
Volume: Vol 59
Issue: Svezak 1
Pages: 213-258
DOI: 10.3336/gm.59.1.10
Izvorni znanstveni članak
https://doi.org/10.3336/gm.59.1.10
An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model
Miljenko Huzak
; Department of Mathematics, Faculty of Science, University of Zagreb, 10 000 Zagreb, Croatia
Snježana Lubura Strunjak
; Department of Mathematics, Faculty of Science, University of Zagreb, 10 000 Zagreb, Croatia
Andreja Vlahek vStrok
; Faculty of Chemical Engineering and Technology, University of Zagreb, 10 000 Zagreb, Croatia
For a fixed
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