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

Ижил төстэй зүйлс

• Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.
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• Likelihood Inference for Discretely Observed Nonlinear Diffusions.
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• Likelihood based inference for diffusion driven models.
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• Likelihood inference for discretely observed non-linear diffusions
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• Likelihood inference for discretely observed non-linear diffusions.
  -н: Elerian, O, зэрэг
  Хэвлэсэн: (2001)