Estimating Functions for Discretely Sampled Diffusion-Type Models
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Publisher
Elsevier
Reference119 articles.
1. “Maximum likelihood estimation of discretely sampled diffusions: A closedform approximation approach.”;Aït-Sahalia;Econometrica,2002
2. “Closed-form likelihood expansions for multivariate diffusions.”;Aït-Sahalia;Annals of Statistics,2008
3. “Operator methods for continuous-time Markov models.”;Aït-Sahalia,2010
4. “The effect of random and discrete sampling when estimating continuous-time diffusions.”;Aït-Sahalia;Econometrica,2003
5. “Estimators of diffusions with randomly spaced discrete observations: A general theory.”;Aït-Sahalia;Annals of Statistics,2004
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