Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulated likelihood estimators for discretely observed jump-diffusions |
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Simulated likelihood estimators for discretely observed jump-diffusions (English)
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19 December 2019
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unbiased density estimator
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jump-diffusions
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likelihood inference
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asymptotic efficiency
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computational efficiency
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