Maximum likelihood estimation of time-inhomogeneous diffusions.
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of time-inhomogeneous diffusions.
zbMATH Open document ID: 1085.62131
DOI: 10.1016/S0304-4076(02)00221-X
author: Alexei V. Egorov
author: Yuewu Xu
author: Haitao Li
published in: Journal of Econometrics
publication date: 2003-05-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 1903607
zbMATH Keywords: Maximum likelihood estimation
zbMATH Keywords: Time-inhomogeneous diffusion
zbMATH Keywords: Transition
zbMATH Keywords: density
zbMATH Keywords: Hermite expansion
MaRDI profile type: Publication
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full work available at URL: s0304-4076(02)00221-x
OpenAlex ID: W3125732291
description: scientific article; zbMATH DE number 1903607