Likelihood inference for discretely observed non-linear diffusions:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford
Nuffield College
1998
|
| Schriftenreihe: | Discussion papers in economics
146 |
| Schlagworte: | |
| Beschreibung: | 43 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Elerian, Ola |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Likelihood inference for discretely observed non-linear diffusions |c Ola Elerian, Siddhartha Chib and Neil Shephard |
| 264 | 1 | |a Oxford |b Nuffield College |c 1998 | |
| 300 | |a 43 S. |b graph. Darst. | ||
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| 650 | 7 | |a Applied statistics, operational research |2 sigle | |
| 650 | 7 | |a Economics, economic history and consumer affairs |2 sigle | |
| 650 | 4 | |a Bayesian statistical decision theory | |
| 650 | 4 | |a Differential equations, Nonlinear | |
| 650 | 4 | |a Diffusion processes | |
| 650 | 4 | |a Estimation theory | |
| 650 | 4 | |a Markov processes | |
| 650 | 4 | |a Monte Carlo method | |
| 700 | 1 | |a Chib, Siddhartha |e Verfasser |0 (DE-588)170413063 |4 aut | |
| 700 | 1 | |a Shephard, Neil G. |d 1964- |e Verfasser |0 (DE-588)170915158 |4 aut | |
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Datensatz im Suchindex
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| author | Elerian, Ola Chib, Siddhartha Shephard, Neil G. 1964- |
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| id | DE-604.BV012179000 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:23:07Z |
| institution | BVB |
| language | English |
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| physical | 43 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Nuffield College |
| record_format | marc |
| series | Discussion papers in economics |
| series2 | Discussion papers in economics |
| spelling | Elerian, Ola Verfasser aut Likelihood inference for discretely observed non-linear diffusions Ola Elerian, Siddhartha Chib and Neil Shephard Oxford Nuffield College 1998 43 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion papers in economics 146 Applied statistics, operational research sigle Economics, economic history and consumer affairs sigle Bayesian statistical decision theory Differential equations, Nonlinear Diffusion processes Estimation theory Markov processes Monte Carlo method Chib, Siddhartha Verfasser (DE-588)170413063 aut Shephard, Neil G. 1964- Verfasser (DE-588)170915158 aut Discussion papers in economics 146 (DE-604)BV010321898 146 |
| spellingShingle | Elerian, Ola Chib, Siddhartha Shephard, Neil G. 1964- Likelihood inference for discretely observed non-linear diffusions Discussion papers in economics Applied statistics, operational research sigle Economics, economic history and consumer affairs sigle Bayesian statistical decision theory Differential equations, Nonlinear Diffusion processes Estimation theory Markov processes Monte Carlo method |
| title | Likelihood inference for discretely observed non-linear diffusions |
| title_auth | Likelihood inference for discretely observed non-linear diffusions |
| title_exact_search | Likelihood inference for discretely observed non-linear diffusions |
| title_full | Likelihood inference for discretely observed non-linear diffusions Ola Elerian, Siddhartha Chib and Neil Shephard |
| title_fullStr | Likelihood inference for discretely observed non-linear diffusions Ola Elerian, Siddhartha Chib and Neil Shephard |
| title_full_unstemmed | Likelihood inference for discretely observed non-linear diffusions Ola Elerian, Siddhartha Chib and Neil Shephard |
| title_short | Likelihood inference for discretely observed non-linear diffusions |
| title_sort | likelihood inference for discretely observed non linear diffusions |
| topic | Applied statistics, operational research sigle Economics, economic history and consumer affairs sigle Bayesian statistical decision theory Differential equations, Nonlinear Diffusion processes Estimation theory Markov processes Monte Carlo method |
| topic_facet | Applied statistics, operational research Economics, economic history and consumer affairs Bayesian statistical decision theory Differential equations, Nonlinear Diffusion processes Estimation theory Markov processes Monte Carlo method |
| volume_link | (DE-604)BV010321898 |
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