Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions
Year of publication: |
2011-07
|
---|---|
Authors: | Choi, Seungmoon |
Institutions: | School of Economics, University of Adelaide |
Subject: | likelihood function | multivariate time-inhomogeneous diffusion | reducible diffusions | irreducible diffusions |
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