Maximum likelihood and Gaussian estimation of continuous time models in finance
PCB Phillips, J Yu - Handbook of financial time series, 2009 - Springer
This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models used in finance. Since the exact likelihood can be constructed only in special …
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This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models used in finance. Since the exact likelihood can be constructed only in special …