✦ LIBER ✦

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

✍ Scribed by Garland B. Durham and A. Ronald Gallant

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

[Numerical Techniques for Maximum Likeli

✍ Yacine Aït-Sahalia 📂 Article 📅 2002 🏛 American Statistical Association 🌐 English ⚖ 246 KB

[Numerical Techniques for Maximum Likeli

✍ Michael W. Brandt and Pedro Santa-Clara 📂 Article 📅 2002 🏛 American Statistical Association 🌐 English ⚖ 201 KB

[Numerical Techniques for Maximum Likeli

✍ Siddhartha Chib and Neil Shephard 📂 Article 📅 2002 🏛 American Statistical Association 🌐 English ⚖ 158 KB

[Numerical Techniques for Maximum Likeli

✍ Bjørn Eraker 📂 Article 📅 2002 🏛 American Statistical Association 🌐 English ⚖ 158 KB

[Numerical Techniques for Maximum Likeli

✍ Peter Glynn 📂 Article 📅 2002 🏛 American Statistical Association 🌐 English ⚖ 128 KB

[Numerical Techniques for Maximum Likeli

✍ George Tauchen 📂 Article 📅 2002 🏛 American Statistical Association 🌐 English ⚖ 128 KB