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Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
GB Durham, AR Gallant - Journal of Business & Economic …, 2002 - Taylor & Francis
Stochastic differential equations often provide a convenient way to describe the dynamics of economic and financial data, and a great deal of effort has been expended searching for …
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Stochastic differential equations often provide a convenient way to describe the dynamics of economic and financial data, and a great deal of effort has been expended searching for …