Simple simulation of diffusion bridges with application to likelihood inference for diffusions

Mogens Bladt and Michael Sørensen

Year of publication:	2010
Authors:	Bladt, Mogens ; Sørensen, Michael
Publisher:	Århus : School of Economics and Management
Subject:	Simulation \| Stochastischer Prozess \| Stochastic process \| Innovationsdiffusion \| Innovation diffusion \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Induktive Statistik \| Statistical inference \| Bayes-Statistik \| Bayesian inference \| Schätztheorie \| Estimation theory

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