MAXIMUM LIKELIHOOD ESTIMATION OF A DRIFT PARAMETER FROM A PARTIALLY OBSERVED DIFFUSION IN THE CASE OF SMALL MEASUREMENT NOISE
2019 ◽
Vol 64
(7)
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pp. 2814-2829
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2015 ◽
Vol 16
(1)
◽
pp. 35-41
2014 ◽
Vol 180
(1)
◽
pp. 73-80
◽
2003 ◽
Vol 21
(5)
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pp. 995-1007
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Maximum likelihood estimation in a partially observed stratified regression model with censored data
2010 ◽
Vol 63
(6)
◽
pp. 1183-1206
1973 ◽
Vol 1
(6)
◽
pp. 567-568