Quasi‐maximum likelihood estimation of discretely observed diffusions
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hurn, A.S. & Lindsay, K.A. & McClelland, A.J., 2013.
"A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions,"
Journal of Econometrics,
Elsevier, vol. 172(1), pages 106-126.
- Stan Hurn & Andrew McClelland & Kenneth Lindsay, 2010. "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," NCER Working Paper Series 65, National Centre for Econometric Research.
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