Likelihood based inference for diffusion driven models
Year of publication: |
2004-08-22
|
---|---|
Authors: | Chib, Siddhartha ; Pitt, Michael K ; Shephard, Neil |
Institutions: | Economics Group, Nuffield College, University of Oxford |
Subject: | Bayes estimation | Brownian bridge | Non-linear diffusion | Euler approximation | Markov chain Monte Carlo | Metropolis-Hastings algorithm | Missing data | Simulation | Stochastic differential equation |
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