Professional paper
Parameter estimation of diffusion models from discrete observations
M. Huzak
Abstract
A short review of diffusion parameter estimations methods from
discrete observations is presented. The applicability of a new estimation method on inferences about a diffusion growth model is discussed.
Keywords
diffusion process; stochastic differential equation; discrete observations; paremater estimation; diffusion growth model
Hrčak ID:
1772
URI
Publication date:
20.12.1998.
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