NDLI: A new technique for simulating the likelihood of stochastic differential equations

Content Provider	Scilit
Author	Nicolau, João
Copyright Year	2002
Description	Journal: The Econometrics Journal
Ending Page	103
Starting Page	91
ISSN	2573508X
e-ISSN	1368423X
DOI	10.1111/1368-423x.t01-1-00075
Journal	The Econometrics Journal
Issue Number	1
Volume Number	5
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2002-06-01
Access Restriction	Open
Subject Keyword	Journal: The Econometrics Journal Simulated Maximum Likelihood Estimator Simulation‐based Methods Estimation, Stochastic Differential Equations Transition Density Estimation Diffusion Processes
Content Type	Text
Resource Type	Article
Subject	Economics and Econometrics

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A new technique for simulating the likelihood of stochastic differential equations