Approximate Maximum Likelihood Estimation of a Threshold Diffusion Process
碩士 === 國立臺灣大學 === 應用數學科學研究所 === 105 === Based on the idea of quasi-likelihood estimator(QLE) in Su and Chan(2015), we focus on a problem arisen from estimating the maximum likelihood estimators(MLEs) for a threshold diffusion process. Since the data observed are discrete in the real world, and MLE f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/sxum3x |