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

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Author Info
Durham, Garland B
Gallant, A Ronald
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Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 20 (2002)
Issue (Month): 3 (July)
Pages: 297-316
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Handle: RePEc:bes:jnlbes:v:20:y:2002:i:3:p:297-316

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