Likelihood ratio tests and applications in 2D lognormal diffusions

  1. Gutiérrez, R.
  2. Roldán, C.
  3. Gutiérrez-Sánchez, R.
  4. Angulo, J.M.
Book:
Recent Advances in Stochastic Modeling and Data Analysis

ISBN: 9789812709684

Year of publication: 2007

Pages: 206-303

Type: Book chapter

DOI: 10.1142/9789812709691_0036 GOOGLE SCHOLAR
Data source: Scopus