Maximum-likelihood estimation for diffusion processes via closed-form density expansions

DOI10.1214/13-AOS1118zbMath1273.62196arXiv1308.2764OpenAlexW2000293310MaRDI QIDQ366977

Chenxu Li

Publication date: 25 September 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.2764

zbMATH Keywords

asymptotic expansionsdiscrete observationstransition densities

Mathematics Subject Classification ID

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