January 01, 2002 article Open access Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach Econometrica DOI: 10.1111/1468-0262.00274 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 2 stored of 952 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Statistical Learning of Nonlinear Stochastic Differential Equations from Nonstationary Time Series using Variational Clustering 2022 Multiscale Modeling and Simulation article Earth and Planetary Sciences Meteorological Phenomena and Simulations 4 citations Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data 2021 Statistics and Computing article Engineering Energy Load and Power Forecasting Open access 0 citations 2 results References 0