Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes".

Ítems similars

• Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.
  per: Chib, S, et al.
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• Likelihood Inference for Discretely Observed Nonlinear Diffusions.
  per: Elerain, O, et al.
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• Likelihood based inference for diffusion driven models.
  per: Chib, S, et al.
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• Likelihood inference for discretely observed non-linear diffusions
  per: Elerian, O, et al.
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• Likelihood inference for discretely observed non-linear diffusions.
  per: Elerian, O, et al.
  Publicat: (2001)