MLE for partially observed diffusions : direct maximization vs. The EM algorithm - Inria - Institut national de recherche en sciences et technologies du numérique
Reports (Research Report) Year : 1988

MLE for partially observed diffusions : direct maximization vs. The EM algorithm

Fabien Campillo
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François Le Gland
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Submitted on : Wednesday, May 24, 2006-6:46:50 PM

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inria-00075670 , version 1 (24-05-2006)

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Fabien Campillo, François Le Gland. MLE for partially observed diffusions : direct maximization vs. The EM algorithm. [Research Report] RR-0884, INRIA. 1988. ⟨inria-00075670⟩

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