Monte Carlo maximum likelihood estimation for discretely observed diffusion processes

Annals of Statistics

Volumn 37, Issue 1, 2009, Pages 223-245

  Beskos, Alexandros ^a   Papaspiliopoulos, Omiros ^a   Roberts, Gareth ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Coupling; Exact simulation; Linear diffusion processes; Random function; SLLN on Banach space; Uniform convergence

Indexed keywords

EID: 65349123487     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS550     Document Type: Article

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