Likelihood Inference for Discretely Observed Nonlinear Diffusions
Year of publication: |
2001
|
---|---|
Authors: | Elerian, Ola ; Chib, Siddhartha ; Shephard, Neil |
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 Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 69.2001, 4, p. 959-994
|
Saved in:
Saved in favorites
Similar items by person
-
Likelihood inference for discretely observed non-linear diffusions
Shephard, Neil, (1998)
-
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola, (2000)
-
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola, (2001)
- More ...