Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s. continuous estimators of the ...
This is a preview. Log in through your library . Abstract We present a class of maximum likelihood estimators which exhibit strong consistency properties with very modest restrictions on the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback