Likelihood Inference for Discretely Observed Nonlinear Diffusions

DOI10.1111/1468-0262.00226zbMath1017.62068OpenAlexW2143792696MaRDI QIDQ4531026

Ola Elerian, Neil Shephard, Siddhartha Chib

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:32366322-5b0e-4f38-b18b-89c11fd44265

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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