Exact Monte Carlo likelihood-based inference for jump-diffusion processes (2023)

First Author: Gonçalves F
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