Likelihood Inference for Discretely Observed Nonlinear...

Likelihood Inference for Discretely Observed Nonlinear Diffusions

Ola Elerian, Siddhartha Chib and Neil Shephard
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Volume:
69
Language:
english
Journal:
Econometrica
DOI:
10.2307/2692250
Date:
July, 2001
File:
PDF, 715 KB
english, 2001
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