Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
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Publication:530941
DOI10.1016/j.jeconom.2009.10.017zbMath1431.62342OpenAlexW2162514076MaRDI QIDQ530941
Publication date: 1 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.017
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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