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Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions

✍ Scribed by Qingfeng Liu; Yoshihiko Nishiyama

Book ID: 108200388
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 150 KB
Volume: 78
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2008.01.007

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