Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (2009)
Attributed to:
Langevin Algorithms : Questions at the Numerical Analysis / Applied Probability Interface
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1214/07-AOS550
Publication URI: http://dx.doi.org/10.1214/07-AOS550
Type: Journal Article/Review
Parent Publication: The Annals of Statistics
Issue: 1