Improved bridge constructs for stochastic differential equations (Q1703803): Difference between revisions

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+.09120
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+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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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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