Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions

AuthID
 P-003-AF5
1
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Document Type
Article
Year published
2010
Published
in COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ISSN: 0361-0918
Volume: 39, Issue: 7, Pages: 1435-1454 (20)
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Publication Identifiers
SCOPUS: 2-s2.0-80052320128
Wos: WOS:000285748700002
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ISSN: 0361-0918
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