Comment on Garland Durham and A. Ronald Gallants Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
| Year of publication: |
2001-08-01
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| Authors: | Shephard, Neil ; Chib, Siddhartha |
| Institutions: | Department of Economics, Oxford University |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2001-W26 |
| Source: |
Persistent link: https://www.econbiz.de/10010605264