"Transition Density and Simulated Likelihood Estimation for ..."

João Nicolau (2010)

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DOI: 10.1080/03610918.2010.500107

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type: Journal Article

metadata version: 2020-05-10

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João Nicolau:
Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions. Commun. Stat. Simul. Comput. 39(7): 1435-1454 (2010)

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