Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574)
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scientific article; zbMATH DE number 7145333
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| English | Simulated likelihood estimators for discretely observed jump-diffusions |
scientific article; zbMATH DE number 7145333 |
Statements
Simulated likelihood estimators for discretely observed jump-diffusions (English)
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19 December 2019
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unbiased density estimator
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jump-diffusions
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likelihood inference
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asymptotic efficiency
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computational efficiency
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0.8476459980010986
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0.8442218899726868
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0.8179872632026672
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0.8128299117088318
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