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When a continuous-time diffusion is observed only at discrete dates, not necessarily close together, the likelihood function of the observations is in most case
Maximum Simulated Likelihood Methods and Applications
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This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in Novemb
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Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also
Statistical Methods for Stochastic Differential Equations
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Parameter Estimation in Stochastic Differential Equations
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Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex p