A closed-form approximation of likelihood functions for discretely sampled diffusions : the exponent expansion
Luca Capriotti
| Year of publication: |
2008
|
|---|---|
| Authors: | Capriotti, Luca |
| Published in: |
New econometric modelling research. - New York, NY : Nova Science Publ., ISBN 1-60021-586-6. - 2008, p. 187-215
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| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003694090