Maximum likelihood estimation for integrated diffusion processes
Fernando Baltazar-Larios and Michael Sørensen
| Year of publication: |
2010
|
|---|---|
| Authors: | Baltazar-Larios, Fernando ; Sørensen, Michael |
| Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 407-423
|
| Subject: | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Analysis | Mathematical analysis | Heuristik | Heuristics | Theorie | Theory |
| 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://www.econbiz.de/10008749174