Closed-form likelihood expansions for multivariate diffusions (Q2426628)

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Closed-form likelihood expansions for multivariate diffusions
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    title
    Closed-form likelihood expansions for multivariate diffusions (English)
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    publication date
    23 April 2008
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    Mathematics Subject Classification ID
    62M05
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    62F12
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    65C05
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    62P05
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    zbMATH DE Number
    5266825
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    zbMATH Keywords
    discrete observations
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