Closed-form likelihood expansions for multivariate diffusions (Q2426628): Difference between revisions

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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+From elementary probability to stochastic differential equations with MAPLE
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+Estimation of the coefficients of a diffusion from discrete observations
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+Maximum likelihood estimation of time-inhomogeneous diffusions.
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