Exact Monte Carlo likelihood-based inference for jump-diffusion processes (2017)

First Author: Gon
Attributed to:  Intractable Likelihood: New Challenges from Modern Applications (ILike) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1707.00332

Publication URI: http://dx.doi.org/10.48550/arxiv.1707.00332

Type: Journal Article/Review

Parent Publication: arXiv e-prints