Exact Monte Carlo likelihood-based inference for jump-diffusion processes (2023)
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/10.1093/jrsssb/qkad022
Publication URI: http://dx.doi.org/10.1093/jrsssb/qkad022
Type: Journal Article/Review
Parent Publication: Journal of the Royal Statistical Society Series B: Statistical Methodology
Issue: 3