Maximum likelihood estimation for integrated diffusion processes
Year of publication: |
2010
|
---|---|
Authors: | Baltazar-Larios, Fernando ; Sørensen, Michael |
Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 407-423
|
Subject: | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Analysis | Mathematical analysis | Heuristik | Heuristics | Theorie | Theory |
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