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Efficient computation of the quasi likelihood function for discretely observed diffusion processes
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
2016 (English)In: Computational Statistics & Data Analysis, ISSN 0167-9473, E-ISSN 1872-7352, Vol. 103, 426-437 p.Article in journal (Refereed) Published
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2016. Vol. 103, 426-437 p.
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Computational Mathematics
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URN: urn:nbn:se:uu:diva-296266DOI: 10.1016/j.csda.2016.05.014ISI: 000381163300028OAI: oai:DiVA.org:uu-296266DiVA: diva2:937024
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Available from: 2016-06-09 Created: 2016-06-14 Last updated: 2016-09-21Bibliographically approved

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Höök, Lars Josef
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