Closed-Form Likelihood Expansions for Multivariate Diffusions
Author(s) -
Yacine AïtSahalia
Publication year - 2002
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w8956
Subject(s) - mathematics , multivariate statistics , statistics , econometrics , maximum likelihood , multivariate normal distribution
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom