Operator methods for continuous-time Markov processes
Yacine Ai͏̈t-Sahalia; Lars Peter Hansen and Lars Peter Hansen
| Year of publication: |
2010
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Hansen, Lars Peter ; Scheinkman, José Alexandre |
| Published in: |
Tools and techniques. - Amsterdam : Elsevier, NH (North-Holland is an imprint of Elsevier), ISBN 978-0-444-50897-3. - 2010, p. 1-66
|
| Subject: | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | Dekompositionsverfahren | Decomposition method | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003900628