Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977)
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scientific article
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| 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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0.8867912292480469
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0.8645870089530945
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0.8473218083381653
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0.8468008041381836
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0.8449832797050476
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