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Closed-form likelihood expansions for multivariate diffusions - MaRDI portal

Closed-form likelihood expansions for multivariate diffusions (Q2426628)

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scientific article
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English
Closed-form likelihood expansions for multivariate diffusions
scientific article

    Statements

    title
    Closed-form likelihood expansions for multivariate diffusions (English)
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    publication date
    23 April 2008
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    zbMATH Keywords
    discrete observations
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62F12
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    65C05
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    62P05
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    zbMATH DE Number
    5266825
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    OpenAlex ID
    W3022114093
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    arXiv ID
    0804.0758
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