Maximum likelihood estimation of time-inhomogeneous diffusions
Year of publication: |
2003
|
---|---|
Authors: | Egorov, Alexej V. ; Li, Haitao ; Xu, Yuewu |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 114.2003, 1, p. 107-139
|
Subject: | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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