Maximum likelihood estimation of time-inhomogeneous diffusions
| Year of publication: |
2003
|
|---|---|
| Authors: | Egorov, Alexei V. ; Li, Haitao ; Xu, Yuewu |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 114.2003, 1, p. 107-139
|
| Publisher: |
Elsevier |