Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Year of publication: |
2013
|
---|---|
Authors: | Choi, Seungmoon |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 174.2013, 2, p. 45-65
|
Publisher: |
Elsevier |
Subject: | Likelihood function | Multivariate time-inhomogeneous diffusion | Reducible diffusions | Irreducible diffusions |
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