4 citations · 4 across the 2 of their papers we have counts for
3 papers
math.ST2023
An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model
Miljenko Huzak, Snježana Lubura Strunjak, Andreja Vlahek Štrok
For a fixed and , a -dimensional vector stochastic differential equation is studied over a time interval . Vector of drift pa…
math.ST2016★ 4 cited
Estimating a class of diffusions from discrete observations via approximate maximum likelihood method
Miljenko Huzak
An approximate maximum likelihood method of estimation of diffusion parameters based on discrete observations of a diffusion along fixed time-interval a…
math.PR2004
Ruin probabilities and decompositions for general perturbed risk processes
Miljenko Huzak, Mihael Perman, Hrvoje Sikic +1
We study a general perturbed risk process with cumulative claims modelled by a subordinator with finite expectation, with the perturbation being a spectrally negative Levy process…