An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621): Difference between revisions
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Latest revision as of 03:32, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic analysis of likelihood-based diffusion model selection using high frequency data |
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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (English)
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7 August 2014
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diffusion
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model selection
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high-frequency observation
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likelihood ratio
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information criterion
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spot interest rate
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