A refinement to Ai͏̈t-Sahalia's (2002) "Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach"
Year of publication: |
2005
|
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Authors: | Bakshi, Gurdip S. ; Ju, Nengjiu |
Other Persons: | Aït-Sahalia, Yacine (contributor) |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 78.2005, 5, p. 2037-2052
|
Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Innovationsdiffusion | Innovation diffusion |
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