Maximum Likelihood Estimation of Discretely Sampled Diffusions : A Closed-Form Approximation Approach
Year of publication: |
2002
|
---|---|
Authors: | Ait-Sahalia, Yacine |
Publisher: |
[S.l.] : SSRN |
Subject: | Innovationsdiffusion | Innovation diffusion | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
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