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Bias correction for the estimation of discretized diffusion processes from an approximated likelihood function - MaRDI portal

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Bias correction for the estimation of discretized diffusion processes from an approximated likelihood function

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Publication:3842401

DOI10.4213/TVP1810zbMATH Open0947.62051OpenAlexW2333560506MaRDI QIDQ3842401

Author name not available (Why is that?)

Publication date: 21 January 1999

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4213/tvp1810




Mathematics Subject Classification ID

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