Comment on Garland Durham and A. Ronald Gallants Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
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Bibliographic InfoPaper provided by University of Oxford, Department of Economics in its series Economics Series Working Papers with number 2001-W26.
Date of creation: 01 Aug 2001
Date of revision:
Other versions of this item:
- Siddhartha Chib & Neil Shephard, 2001. "Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes"," Economics Papers 2001-W26, Economics Group, Nuffield College, University of Oxford.
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