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type_genre:"Working Paper"
subject:"Maximum likelihood estimation"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Maximum likelihood estimation
Estimation theory
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3
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Estimation
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Sørensen, Michael
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Kelly, Leah
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CREATES research paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cowles Foundation discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
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Queen's Economics Department working paper
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Discussion paper / Department of Economics, University of California San Diego
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Discussion papers / Department of Economics, University of Copenhagen
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CEA_372Cass working paper series
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Cardiff economics working papers
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Discussion paper series
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IEAS working paper
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Memorandum / Department of Economics, University of Oslo
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Research report / Department of Economics, Social Science Centre, The University of Western Ontario
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Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003734476
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2
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
3
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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