Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach
收藏NBER1998-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0222
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资源简介：
When a continuous-time diffusion is observed only at discrete dates, not necessarily close together, the likelihood function of the observations is in most cases not explicitly computable. Researchers have relied on simulations of sample paths in between the observations points, or numerical
提供机构：
美国国家经济研究局
创建时间：
1998-02-01
