Stručni rad
Parameter estimation of diffusion models
M. Huzak
Sažetak
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.
Ključne riječi
diffusion growth model; diffusion process; stochastic differential equation; maximum likelihood estimation; model selection
Hrčak ID:
1797
URI
Datum izdavanja:
20.6.1998.
Posjeta: 2.280 *