Likelihood Inference for Discretely Observed Nonlinear Diffusions
| Year of publication: |
2001
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|---|---|
| Authors: | Elerian, Ola ; Chib, Siddhartha ; Shephard, Neil |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 69.2001, 4, p. 959-994
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