A closed-form approximation of likelihood functions for discretely sampled diffusions : the exponent expansion
Year of publication: |
2008
|
---|---|
Authors: | Capriotti, Luca |
Published in: |
New econometric modelling research. - New York, NY : Nova Science Publ., ISBN 1-60021-586-6. - 2008, p. 187-215
|
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process |
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