The Library
Browse by Funded research at the University of Warwick
Up a level |
Number of items: 1.
Beskos, Alexandros, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2009) Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Annals of statistics, Vol.37 (No.1). pp. 223-245. doi:10.1214/07-AOS550 ISSN 0090-5364.