The density of bounded diffusions
type: Item
instance of: scholarly article
title: The density of bounded diffusions
zbMATH Open document ID: 1254.60084
author: Jean-Daniel M. Saphores
published in: Economics Letters
publication date: 2013-01-02T00:00:00Z
full work available at URL: 1m13160d
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6120803
zbMATH Keywords: bounded diffusions
zbMATH Keywords: density function
zbMATH Keywords: maximum likelihood
MaRDI profile type: Publication
OpenAlex ID: W2083290360
cites work: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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cites work: Q3923307
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cites work: The special functions and their approximations. Vol. I, II
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
DOI: 10.1016/J.ECONLET.2004.06.012
description: scientific article; zbMATH DE number 6120803