Discussion on the paper by Beskos, Papaspiliopoulos, Roberts and Fearnhead

Research output: Contribution to journalJournal articleResearchpeer-review

Abstract

Discussion of the paper "Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes", publihed in J.R. Statist. Soc. B (2006), 68, Part3, pp. 333-382.
Original languageEnglish
JournalJournal of The Royal Statistical Society Series B-statistical Methodology
Volume68
Issue number3
Pages (from-to)373
Number of pages1
ISSN1369-7412
Publication statusPublished - 2006

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Diffusion Process
Likelihood
Diffusion process

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title = "Discussion on the paper by Beskos, Papaspiliopoulos, Roberts and Fearnhead",
abstract = "Discussion of the paper {"}Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes{"}, publihed in J.R. Statist. Soc. B (2006), 68, Part3, pp. 333-382.",
author = "Jesper M{\o}ller",
year = "2006",
language = "English",
volume = "68",
pages = "373",
journal = "Journal of the Royal Statistical Society, Series B (Statistical Methodology)",
issn = "1369-7412",
publisher = "Wiley",
number = "3",

}

Discussion on the paper by Beskos, Papaspiliopoulos, Roberts and Fearnhead. / Møller, Jesper.

In: Journal of The Royal Statistical Society Series B-statistical Methodology, Vol. 68, No. 3, 2006, p. 373.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Discussion on the paper by Beskos, Papaspiliopoulos, Roberts and Fearnhead

AU - Møller, Jesper

PY - 2006

Y1 - 2006

N2 - Discussion of the paper "Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes", publihed in J.R. Statist. Soc. B (2006), 68, Part3, pp. 333-382.

AB - Discussion of the paper "Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes", publihed in J.R. Statist. Soc. B (2006), 68, Part3, pp. 333-382.

M3 - Journal article

VL - 68

SP - 373

JO - Journal of the Royal Statistical Society, Series B (Statistical Methodology)

JF - Journal of the Royal Statistical Society, Series B (Statistical Methodology)

SN - 1369-7412

IS - 3

ER -