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

Samankaltaisia teoksia

• Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.
  Tekijä: Chib, S, et al.
  Julkaistu: (2002)
• Likelihood Inference for Discretely Observed Nonlinear Diffusions.
  Tekijä: Elerain, O, et al.
  Julkaistu: (2001)
• Likelihood based inference for diffusion driven models.
  Tekijä: Chib, S, et al.
  Julkaistu: (2004)
• Likelihood inference for discretely observed non-linear diffusions
  Tekijä: Elerian, O, et al.
  Julkaistu: (2001)
• Likelihood inference for discretely observed non-linear diffusions.
  Tekijä: Elerian, O, et al.
  Julkaistu: (2001)