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MLE FOR PARTIALLY OBSERVED DIFFUSIONS - DIRECT MAXIMIZATION VS THE EM ALGORITHM

被引：41
作者：
CAMPILLO, F
LEGLAND, F
机构：
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1989年 / 33卷 / 02期
关键词：
D O I：
10.1016/0304-4149(89)90041-0
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];
摘要：
引用
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页码：245 / 274
页数：30
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