Closed-form likelihood expansions for multivariate diffusions (Q2426628): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0804.0758 / rank | |||
Normal rank | |||
Revision as of 07:07, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form likelihood expansions for multivariate diffusions |
scientific article |
Statements
Closed-form likelihood expansions for multivariate diffusions (English)
0 references
23 April 2008
0 references
discrete observations
0 references
