Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes"

Siddhartha Chib and Neil Shephard ()
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Siddhartha Chib: John M. Olin School of Business, Washington University, USA

No 2001-W26, Economics Papers from Economics Group, Nuffield College, University of Oxford

Pages: 7 pages
Date: 2001-08-12
New Economics Papers: this item is included in nep-ets
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:nuf:econwp:0126

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