Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686)
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scientific article; zbMATH DE number 7662303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation of multivariate diffusions |
scientific article; zbMATH DE number 7662303 |
Statements
Quasi-maximum likelihood estimation of multivariate diffusions (English)
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13 March 2023
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multivariate diffusion
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quasi-maximum likelihood estimator
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stochastic volatility
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Wagner-Platen approximation
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