scholarly journals Consistency and Asymptotic Normality of an Approximate Maximum Likelihood Estimator for Discretely Observed Diffusion Processes

Bernoulli ◽  
1995 ◽  
Vol 1 (3) ◽  
pp. 257 ◽  
Author(s):  
Asger Roer Pedersen
Keyword(s):  
Maximum Likelihood ◽  
Asymptotic Normality ◽  
Maximum Likelihood Estimator ◽  
Diffusion Processes ◽  
Likelihood Estimator ◽  
Approximate Maximum Likelihood ◽  
Consistency And Asymptotic Normality ◽  
Approximate Maximum Likelihood Estimator

scholarly journals Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator

2020 ◽  
Author(s):  
Anand Deo ◽  
Sandeep Juneja
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Credit Risk ◽  
Closed Form ◽  
Maximum Likelihood Estimator ◽  
Likelihood Estimator ◽  
Approximate Maximum Likelihood ◽  
Approximate Maximum Likelihood Estimator

Interpretable, Computationally Tractable Approximate Parameter Estimation for Corporate Defaults

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