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subject:"Panel"
subject:"Stochastic process"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Stochastic process
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Estimation theory
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Kelly, Leah
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Platen, Eckhard
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Sørensen, Helle
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Konferencja Taksonomiczna nt. Klasyfikacja i Analiza Danych - Teoria i Zastosowania <19, 2005, Podlesice>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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2
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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