Likelihood Inference for Discretely Observed Nonlinear Diffusions
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Publication:4531026
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
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