Maximum likelihood estimation for integrated diffusion processes

Michael Sørensen; Fernando Baltazar-Larios

Maximum likelihood estimation for integrated diffusion processes

Michael Sørensen, Fernando Baltazar-Larios

Department of Mathematical Sciences

Original language	English
Title of host publication	Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen
Editors	Carl Chiarella, Alexander Novikov
Publisher	Springer Science+Business Media
Publication date	2010
Pages	407-423
ISBN (Print)	978-3-642-03478-7
ISBN (Electronic)	978-3-642-03479-4
Publication status	Published - 2010

Cite this

Maximum likelihood estimation for integrated diffusion processes. / Sørensen, Michael; Baltazar-Larios, Fernando.

Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. ed. / Carl Chiarella; Alexander Novikov. Springer Science+Business Media, 2010. p. 407-423.

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

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