A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
| Year of publication: |
2013
|
|---|---|
| Authors: | Hurn, A.S. ; Lindsay, K.A. ; McClelland, A.J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 172.2013, 1, p. 106-126
|