Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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