Discussion contribution to the paper ’Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes’ by Beskos, Papaspiliopoulos, Roberts and Fearnhead Jesper Møller∗ - Moller - Document - PDFSEARCH.IO

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	Discussion contribution to the paper ’Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes’ by Beskos, Papaspiliopoulos, Roberts and Fearnhead Jesper Møller∗ Add to Reading List Document Date: 2005-10-21 07:31:49 Open Document File Size: 46,13 KB Share Result on Facebook City London / / Company Cox / / / Facility Aalborg University / / Organization Department of Mathematical Sciences / Aalborg University / / Person Clifford / Srinivasan / Wei / Fredrik Bajers Vej / / Position CIR model / / ProvinceOrState S. K. / / Technology Radiation / / SocialTag Poisson processes Cox process Diffusion Molecular diffusion Aalborg University Point process Statistics Transport phenomena Stochastic processes

Discussion contribution to the paper ’Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes’ by Beskos, Papaspiliopoulos, Roberts and Fearnhead Jesper Møller∗ Add to Reading List