On the approximate maximum likelihood estimation for diffusion processes (Q449968): Difference between revisions

@@ Property / author @@
-Jinyuan Chang
@@ Property / author: Jinyuan Chang / rank @@
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@@ Property / author @@
-Song Xi Chen
@@ Property / author: Song Xi Chen / rank @@
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@@ Property / author @@
-Song Xi Chen
@@ Property / author: Song Xi Chen / rank @@
-Normal rank
@@ Property / author @@
+Song Xi Chen
@@ Property / author: Song Xi Chen / rank @@
+Normal rank
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+MaRDI publication profile
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+.2004
@@ Property / arXiv ID: 1203.2004 / rank @@
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@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Closed-form likelihood expansions for multivariate diffusions
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+On the approximate maximum likelihood estimation for diffusion processes
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