Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions

AuthID
P-003-AF5
1
Author(s)
Tipo de Documento
Article
Year published
2010
Publicado
in COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ISSN: 0361-0918
Volume: 39, Número: 7, Páginas: 1435-1454 (20)
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Publication Identifiers
SCOPUS: 2-s2.0-80052320128
Wos: WOS:000285748700002
Source Identifiers
ISSN: 0361-0918
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