Simulated likelihood estimators for discretely observed jump-diffusions
K. Giesecke, G. Schwenkler
| Year of publication: |
2019
|
|---|---|
| Authors: | Giesecke, Kay ; Schwenkler, G. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 213.2019, 2, p. 297-320
|
| Subject: | Asymptotic efficiency | Computational efficiency | Jump-diffusions | Likelihood inference | Unbiased density estimator | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.01.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304557