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accessRights:"free"
type_genre:"Working Paper"
~isPartOf:"Quaderni del Dipartimento di economia politica e statistica"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Maximum likelihood estimation"
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Blockwise Euclidean likelihood for spatio-temporal covariance models
Morales-Oñate, Víctor
;
Crudu, Federico
;
Bevilacqua, Moreno
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2020
Persistent link: https://www.econbiz.de/10012177081
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
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2015
Persistent link: https://www.econbiz.de/10011344233
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A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.
;
Tucci, Marco Paolo
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2014
Persistent link: https://www.econbiz.de/10011852921
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Estimation for discretely observed diffusions using transform functions
Kelly, Leah
;
Platen, Eckhard
;
Sørensen, Michael
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2003
Persistent link: https://www.econbiz.de/10002250862
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