Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment. - ORA - Oxford University Research Archive

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Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.

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APA Style

Chib, S., & Shephard, N. (2016). Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment. Journal of Business and Economic Statistics, 20.

MLA Style

Chib, S., and N. Shephard. “Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.” Journal of Business and Economic Statistics, vol. 20, 2016.

Chicago Style

Chib, S, and N Shephard. 2016. “Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.” Journal of Business and Economic Statistics 20.
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+ Chib, S More by this author

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+ Shephard, N More by this author

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Bibliographic Details

Journal:: Journal of Business and Economic Statistics
Volume:: 20
Publication date:: 2002-01-01
ISSN:: 0735-0015

Item Description

Language:: English
UUID:: uuid:b624e634-373d-4203-8298-9ba0ba11182c
Local pid:: oai:economics.ouls.ox.ac.uk:10834
Deposit date:: 2011-08-16

Terms of use

Copyright date:: 2002

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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