Browsing FGV EPGE - Ensaios Econômicos by Author "Huse, Cristian"
Huse, Cristian; Flôres Junior, Renato Galvão
2000-03-01We examine bivariate extensions of Aït-Sahalia’s approach to the estimation of univariate diffusions. Our message is that extending his idea to a bivariate setting is not straightforward. In higher dimensions, as opposed ...