Maximum likelihood and Gaussian estimation of continuous time models in finance

by Peter C. B. Phillips and Jun Yu

Year of publication:	Jan. 2007
Other Persons:	Phillips, Peter C. B. (contributor) ; Yu, Jun (contributor)
Publisher:	New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ.
Subject:	Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Schätztheorie \| Estimation theory \| Statistische Verteilung \| Statistical distribution \| Zeitreihenanalyse \| Time series analysis \| Finanzmarkt \| Financial market \| Theorie \| Theory

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