Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) 论文

2006Journal of the Royal Statistical Society Series B (Statistical Methodology)引用 356
DOIPDF
Statistical Methods and InferenceProbabilistic and Robust Engineering DesignBayesian Methods and Mixture Models
Statistical Methods and InferenceBayesian Methods and Mixture ModelsProbabilistic and Robust Engineering Design
相关技术:Bayesian Methods and Mixture ModelsStatistical Methods and Inference
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Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) · 相关文章

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