Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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Publication:3408539
DOI10.1111/J.1467-9868.2006.00552.XzbMATH Open1100.62079OpenAlexW2126750122MaRDI QIDQ3408539FDOQ3408539
Authors: Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts, Paul Fearnhead 
Publication date: 14 November 2006
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2006.00552.x
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