↓ Skip to main content
What is this page? Embed badge

Parameter estimation in stochastic differential equations

Overview of attention for book
Cover of 'Parameter estimation in stochastic differential equations'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Parametric Stochastic Differential Equations
  3. Altmetric Badge
    Chapter 2 Rates of Weak Convergence of Estimators in Homogeneous Diffusions
  4. Altmetric Badge
    Chapter 3 Large Deviations of Estimators in Homogeneous Diffusions
  5. Altmetric Badge
    Chapter 4 Local Asymptotic Mixed Normality for Nonhomogeneous Diffusions
  6. Altmetric Badge
    Chapter 5 Bayes and Sequential Estimation in Stochastic PDEs
  7. Altmetric Badge
    Chapter 6 Maximum Likelihood Estimation in Fractional Diffusions
  8. Altmetric Badge
    Chapter 7 Approximate Maximum Likelihood Estimation in Nonhomogeneous Diffusions
  9. Altmetric Badge
    Chapter 8 Rates of Weak Convergence of Estimators in the Ornstein-Uhlenbeck Process
  10. Altmetric Badge
    Chapter 9 Local Asymptotic Normality for Discretely Observed Homogeneous Diffusions
  11. Altmetric Badge
    Chapter 10 Estimating Function for Discretely Observed Homogeneous Diffusions
Attention for Chapter 6: Maximum Likelihood Estimation in Fractional Diffusions
Altmetric Badge

Citations

dimensions_citation
169 Dimensions
Summary Dimensions citations
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Maximum Likelihood Estimation in Fractional Diffusions
Chapter number 6
Book title
Parameter Estimation in Stochastic Differential Equations
Published by
Springer, Berlin, Heidelberg, January 2008
DOI 10.1007/978-3-540-74448-1_6
Book ISBNs
978-3-54-074447-4, 978-3-54-074448-1
View on publisher site

This page is provided by Altmetric.