Browsing Produção Intelectual em Bases Externas by Subject "Difusão de processos"

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Um modelo de análise da participação de mercado

Goldschmidt, Paulo C.; Carmona, Fernando Gomes
1972-09-01
On the statistical estimation of diffusion processes: a partial survey

Cysne, Rubens Penha
2004-11-02

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical ...