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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Likelihood inference for discretely observed non-linear diffusions
Likelihood inference for discretely observed non-linear diffusions
Publication information:
Elerian, Ola, Siddhartha Chib, and Neil Shephard. 2001. “Likelihood Inference for Discretely Observed Non-Linear Diffusions”.
Econometrica
69: 959-93.
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