Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating parameters in diffusion processes using an approximate maximum likelihood approach |
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Estimating parameters in diffusion processes using an approximate maximum likelihood approach (English)
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31 March 2008
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approximate likelihood function
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Durham-Gallant estimator
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Crank-Nicholson scheme
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nonlinear CKLS model
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