A comparative study of likelihood approximations for univariate diffusions
Year of publication: |
2023
|
---|---|
Authors: | Hurn, Stan ; Lindsay, Kenneth A. ; Xu, Lina |
Subject: | Gaussian quadrature | Hermite polynomial expansions | maximum likelihood estimation | stochastic differential equations | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Analysis | Mathematical analysis |
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