The 2001 JBES Invited Paper - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Year of publication: |
2002
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Authors: | Durham, Garland B. ; Gallant, A.Ronald |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 20.2002, 3, p. 297-316
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