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Handle: RePEc:edi:egpoxuk (more details at EDIRC)
- Elerian, O. & Chib, S. & Shephard, N., 1998.
"Likelihood INference for Discretely Observed Non-linear Diffusions,"
146, Economics Group, Nuffield College, University of Oxford.
- Elerain, Ola & Chib, Siddhartha & Shephard, Neil, 2001. "Likelihood Inference for Discretely Observed Nonlinear Diffusions," Econometrica, Econometric Society, vol. 69(4), pages 959-93, July.
- Ola Elerian & Siddhartha Chib & Neil Shephard, 2000. "Likelihood inference for discretely observed non-linear diffusions," OFRC Working Papers Series 2000mf02, Oxford Financial Research Centre.
- Neil Shephard & Ola Elerian & Siddhartha Chib, 1998. "Likelihood inference for discretely observed non-linear diffusions," Economics Series Working Papers 1998-W10, University of Oxford, Department of Economics.
- Ola Elerian, 1998. "A note on the existence of a closed form conditional transition density for the Milstein scheme," Economics Series Working Papers 1998-W18, University of Oxford, Department of Economics.
Most cited item
- Elerian, O. & Chib, S. & Shephard, N., 1998. "Likelihood INference for Discretely Observed Non-linear Diffusions," Economics Papers 146, Economics Group, Nuffield College, University of Oxford.
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