Likelihood based inference for diffusion driven models
Siddhartha Chib; Michael K. Pitt; Neil Shephard
| Year of publication: |
Aug. 2004
|
|---|---|
| Other Persons: | Chib, Siddhartha (contributor) ; Pitt, Michael K. (contributor) ; Shephard, Neil G. (contributor) |
| Publisher: |
Oxford : Oxford Financial Research Centre |
| Subject: | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Extent: | Online-Ressource, 25 p., text ill |
|---|---|
| Series: | Oxford Financial Research Centre economics series. - Oxford, ZDB-ID 2103761-9. - Vol. 2004,17 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002396486