Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977): Difference between revisions

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Latest revision as of 09:46, 30 July 2024

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Maximum-likelihood estimation for diffusion processes via closed-form density expansions
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    Maximum-likelihood estimation for diffusion processes via closed-form density expansions (English)
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    25 September 2013
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    asymptotic expansions
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    discrete observations
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    transition densities
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