Some parameter estimation problems for hypoelliptic homogeneous Gaussian diffusions

A. Le-Breton; M. Musiela

Banach Center Publications (1985)

  • Volume: 16, Issue: 1, page 337-356
  • ISSN: 0137-6934

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A. Le-Breton, and M. Musiela. "Some parameter estimation problems for hypoelliptic homogeneous Gaussian diffusions." Banach Center Publications 16.1 (1985): 337-356. <http://eudml.org/doc/267907>.

@article{A1985,
author = {A. Le-Breton, M. Musiela},
journal = {Banach Center Publications},
keywords = {Radon-Nikodym derivatives; drift-parameter estimation; hypoelliptic homogeneous Gaussian diffusions; quadratic forms; maximum likelihood method},
language = {eng},
number = {1},
pages = {337-356},
title = {Some parameter estimation problems for hypoelliptic homogeneous Gaussian diffusions},
url = {http://eudml.org/doc/267907},
volume = {16},
year = {1985},
}

TY - JOUR
AU - A. Le-Breton
AU - M. Musiela
TI - Some parameter estimation problems for hypoelliptic homogeneous Gaussian diffusions
JO - Banach Center Publications
PY - 1985
VL - 16
IS - 1
SP - 337
EP - 356
LA - eng
KW - Radon-Nikodym derivatives; drift-parameter estimation; hypoelliptic homogeneous Gaussian diffusions; quadratic forms; maximum likelihood method
UR - http://eudml.org/doc/267907
ER -

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