On continuous and discrete sampling for parameter estimation in diffusion type processes-Reference-Cited by-同舟云学术

On continuous and discrete sampling for parameter estimation in diffusion type processes

Published:1976 Issue: Volume: Page:124-144
ISSN:0303-3929
Container-title:Mathematical Programming Studies
language:
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Author:

Breton A.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0120770.pdf

Reference3 articles.

1. A. Le Breton, “Estimation des paramètres d’une équation différentielle stochastique vectorielle linéaire”, Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Paris, Série A, t. 279 (1974) 289–292.

2. A. Le Breton, “Parameter estimation in a linear stochastic differential equation” in: Transactions of 7th Prague Conference and 1974 E.M.S., to appear.

3. J. Aitchinson and S. D. Silvey, “Maximum likelihood estimation of parameters subject to constraint”, The Annals of Mathematical Statistics 29 (1955) 813–828.

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