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

Fabien Campillo 1 François Le Gland 1
1 MEFISTO
CRISAM - Inria Sophia Antipolis - Méditerranée
Résumé : Disponible dans les fichiers attachés à ce document
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https://hal.inria.fr/inria-00075670
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 6:46:50 PM
Last modification on : Saturday, January 27, 2018 - 1:31:34 AM
Long-term archiving on: : Friday, May 13, 2011 - 2:11:40 PM

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  • HAL Id : inria-00075670, version 1

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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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