Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes".
| Main Authors: | , |
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| Format: | Working paper |
| Language: | English |
| Published: |
Nuffield College (University of Oxford)
2001
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| _version_ | 1797091141998346240 |
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| author | Chib, S Shephard, N |
| author_facet | Chib, S Shephard, N |
| author_sort | Chib, S |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-07T03:28:46Z |
| format | Working paper |
| id | oxford-uuid:b9f732a3-e251-406d-a2aa-d2a2cd0c1764 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T03:28:46Z |
| publishDate | 2001 |
| publisher | Nuffield College (University of Oxford) |
| record_format | dspace |
| spelling | oxford-uuid:b9f732a3-e251-406d-a2aa-d2a2cd0c17642022-03-27T05:06:42ZComment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes".Working paperhttp://purl.org/coar/resource_type/c_8042uuid:b9f732a3-e251-406d-a2aa-d2a2cd0c1764EnglishDepartment of Economics - ePrintsNuffield College (University of Oxford)2001Chib, SShephard, N |
| spellingShingle | Chib, S Shephard, N Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes". |
| title | Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes". |
| title_full | Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes". |
| title_fullStr | Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes". |
| title_full_unstemmed | Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes". |
| title_short | Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes". |
| title_sort | comment on garland b durham and a ronald gallant s numerical techniques for maximum likelihood estimation of continuous time diffusion processes |
| work_keys_str_mv | AT chibs commentongarlandbdurhamandaronaldgallantsnumericaltechniquesformaximumlikelihoodestimationofcontinuoustimediffusionprocesses AT shephardn commentongarlandbdurhamandaronaldgallantsnumericaltechniquesformaximumlikelihoodestimationofcontinuoustimediffusionprocesses |