A refinement to Ai͏̈t-Sahalia's (2002) "Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach"
Gurdip Bakshi; Nengjiu Ju
| Year of publication: |
2005
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Ju, Nengjiu |
| Other Persons: | Aït-Sahalia, Yacine (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 78.2005, 5, p. 2037-2052
|
| Subject: | Stichprobenerhebung | Sampling | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003232699