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Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment

Publication ,  Journal Article
Tauchen, G
Published in: Journal of Business and Economic Statistics
2002

Duke Scholars

Published In

Journal of Business and Economic Statistics

Publication Date

2002

Volume

20

Issue

3

Start / End Page

331 / 332

Related Subject Headings

  • Econometrics
  • 15 Commerce, Management, Tourism and Services
  • 14 Economics
  • 01 Mathematical Sciences
 

Citation

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Tauchen, G. (2002). Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment. Journal of Business and Economic Statistics, 20(3), 331–332.
Tauchen, G. “Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.” Journal of Business and Economic Statistics 20, no. 3 (2002): 331–32.
Tauchen G. Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment. Journal of Business and Economic Statistics. 2002;20(3):331–2.
Tauchen, G. “Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.” Journal of Business and Economic Statistics, vol. 20, no. 3, 2002, pp. 331–32.
Tauchen G. Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment. Journal of Business and Economic Statistics. 2002;20(3):331–332.

Published In

Journal of Business and Economic Statistics

Publication Date

2002

Volume

20

Issue

3

Start / End Page

331 / 332

Related Subject Headings

  • Econometrics
  • 15 Commerce, Management, Tourism and Services
  • 14 Economics
  • 01 Mathematical Sciences