ABSTRACT
Aı¨t-Sahalia, Y. (2002). Maximum likelihood estimation of discretely sampled diffusions: a closed-form approximation approach. Econometrica, 70, 223-262.
Aı¨t-Sahalia, Y. (2008). Closed-form likelihood expansions for multivariate diffusions. Ann. Statist., 36, 906-937.
