A new technique for simulating the likelihood of stochastic differential equations
2002; Oxford University Press; Volume: 5; Issue: 1 Linguagem: Inglês
10.1111/1368-423x.t01-1-00075
ISSN1368-423X
Autores Tópico(s)Statistical Methods and Inference
ResumoJournal Article A new technique for simulating the likelihood of stochastic differential equations Get access João Nicolau João Nicolau Universidade Técnica de Lisboa, Instituto Superior de Economia e Gestão, Portugal E‐mail: nicolau@iseg.utl.pt Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 5, Issue 1, 1 June 2002, Pages 91–103, https://doi.org/10.1111/1368-423X.t01-1-00075 Published: 04 November 2002 Article history Received: 01 January 2001 Published: 04 November 2002
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