Closed-form likelihood estimation for one type of affine point processes (Q2830794)
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scientific article; zbMATH DE number 6645933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form likelihood estimation for one type of affine point processes |
scientific article; zbMATH DE number 6645933 |
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Closed-form likelihood estimation for one type of affine point processes (English)
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31 October 2016
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Kolmogorov equations
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MLE
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transition density
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0.8888961
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0.8818456
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0.8804873
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0.8748745
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0.8710748
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0.86880934
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0.86145943
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