A comparative study of likelihood approximations for univariate diffusions
Stan Hurn, Kenneth Lindsay and Lina Xu
| Year of publication: |
2023
|
|---|---|
| Authors: | Hurn, Stan ; Lindsay, Kenneth A. ; Xu, Lina |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 3, p. 852-879
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbab021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314834