Closed-form likelihood expansions for multivariate diffusions

Annals of Statistics

Volumn 36, Issue 2, 2008, Pages 906-937

  Aït Sahalia, Yacine ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Diffusions; Discrete observations; Expansions; Likelihood

Indexed keywords

EID: 45749126907     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000622     Document Type: Article

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