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Closed-form likelihood expansions for multivariate diffusions
Yacine Aït-Sahalia
Economics
Bendheim Center for Finance
Center for Statistics & Machine Learning
Research output
:
Contribution to journal
›
Article
›
peer-review
201
Scopus citations
Overview
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Dive into the research topics of 'Closed-form likelihood expansions for multivariate diffusions'. Together they form a unique fingerprint.
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Mathematics
Likelihood
100%
Closed-form
95%
Likelihood Function
76%
Diffusion Model
42%
Evidence
31%
Discrete-time
31%
Statistics
26%
Interval
22%
Coefficient
19%
Business & Economics
Diffusion Model
63%
Financial Statistics
58%
Discrete-time
38%
Coefficients
28%