Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.
| Year of publication: |
2002
|
|---|---|
| Authors: | Chib, Siddhartha ; Shephard, Neil |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 20.2002, 3, p. 325-27
|
| Publisher: |
American Statistical Association |