Maximum likelihood estimation of partially observed diffusion models
Tore Selland Kleppe; Jun Yu; Hans J. Skaug
| Year of publication: |
2014
|
|---|---|
| Authors: | Kleppe, Tore Selland ; Yu, Jun ; Skaug, Hans J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 1, p. 73-80
|
| Subject: | Closed-form approximation | Diffusion model | Efficient importance sampler | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Innovationsdiffusion | Innovation diffusion |
| 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/10010379484