ECF estimation of Markov models where the transition density is unknown
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Publication:3004024
DOI10.1111/j.1368-423X.2010.00316.xzbMath1230.62107MaRDI QIDQ3004024
John L. Knight, George J. Jiang
Publication date: 31 May 2011
Published in: Econometrics Journal (Search for Journal in Brave)
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Related Items (3)
Unnamed Item ⋮ Simulated likelihood estimators for discretely observed jump-diffusions ⋮ Realized Laplace transforms for estimation of jump diffusive volatility models
Cites Work
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