Likelihood inference for discretely observed nonlinear diffusions
Year of publication: |
2001
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Authors: | Elerian, Ola ; Chib, Siddhartha ; Shephard, Neil G. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 69.2001, 4, p. 959-993
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Subject: | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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