Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions |
scientific article |
Statements
Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (English)
0 references
18 March 2014
0 references
likelihood function
0 references
multivariate time-inhomogeneous diffusion
0 references
reducible diffusions
0 references
irreducible diffusions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
