期刊论文详细信息
Mathematical Communications | |
Estimation of the killing rate parameter in a diffusion model | |
Limić, Nedžad2  Huzak, Miljenko2  Horvat-Bokor, Roža1  | |
[1] OTP Bank Nyrt., Ltd. Risk Management, Budapest, Hungary;Department of Mathematics, University of Zagreb, Zagreb, Croatia | |
关键词: diffusion with killing; censored data; minimum $\chi^2$-estimation; random search; | |
DOI : | |
学科分类:社会科学、人文和艺术(综合) | |
来源: Sveuciliste Josipa Jurja Strossmayera u Osijeku * Odjel za Matematiku / University of Osijek, Department of Mathematics | |
【 摘 要 】
Weconsideraparameterestimationproblemforadiffusionwithkilling,startingatapointinanopenandboundedset.Theinfinitesimalkillingratefunctiondependsonacontrolvariableandparameters.Valuesofthecontrolvariable...
【 授权许可】
Unknown
【 预 览 】
Files | Size | Format | View |
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RO201912090736970ZK.pdf | 343KB | download |