Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Seungmoon Choi
| Year of publication: |
2013
|
|---|---|
| Authors: | Choi, Seungmoon |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 174.2013, 2, p. 45-65
|
| Subject: | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Multivariate Analyse | Multivariate analysis | Stochastischer Prozess | Stochastic process |
| 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://ebvufind01.dmz1.zbw.eu/10009751254