A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
| Autor: | Hurn, A.S., Lindsay, K.A., McClelland, A.J. |
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| Zdroj: | In Journal of Econometrics January 2013 172(1):106-126 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Hurn, A.S., Lindsay, K.A., McClelland, A.J. |
|---|---|
| Zdroj: | In Journal of Econometrics January 2013 172(1):106-126 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect