Likelihood inference for discretely observed non-linear diffusions

Likelihood-based inference for correlated diffusions

Kalogeropoulos, Konstantinos
Dellaportas, Petros
Roberts, Gareth O.

March 2011

The authors address the problem of likelihood-based inference for correlated diffusions. Such a task...

Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the portuguese interest rate

Nicolau, João

July 1999

In this article we present a new model of the spot interest rate and a new method of estimation of n...

How likelihood and identification went Bayesian

Aldrich, J.
Southampton Univ. (United Kingdom). Dept. of Economics

January 2001

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.937(no...

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Likelihood inference for discretely observed non-linear diffusions

Elerian, Ola
Chib, Siddhartha
Shephard, Neil

July 2001

This paper is concerned with the Bayesian estimation of nonlinear stochastic differential equations ...

Likelihood inference for discretely observed non-linear diffusions.

Elerian, Ola
Chib, Siddhartha
Shephard, Neil

January 2001

This paper is concerned with the Bayesian estimation of nonlinear stochastic differential equations ...

Likelihood inference by Monte Carlo methods and efficient nested bootstrapping

Ventura, V.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:D196498 / BLDSC - British Library Doc...

Observed diffusion processes (with discussion).

Beskos, Alexandros
Papaspiliopoulos, Omiros
Roberts, Gareth O.
Fearnhead, Paul

June 2006

The objective of the paper is to present a novel methodology for likelihood-based inference for disc...

Empirical likelihood estimation and testing in the restricted linear model

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--94/380) / BLDSC - ...

Likelihood based inference for diffusion driven models.

Chib, Siddhartha
Pitt, Michael K
Shephard, Neil

January 2004

This paper provides methods for carrying out likelihood based inference for diffusion driven models,...

Bayesian inference on non-stationary data

Amisano, G

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005846 / BLDSC - British Library D...

Graphics and inference in nonparametric modelling

Young, S.G.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN007656 / BLDSC - British Library D...

Statistical inference for multidimensional scaling

Bell, P.W.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN039945 / BLDSC - British Library D...

Some numerical aspects of Bayesian inference

Naylor, J

January 1982

SIGLEAvailable from British Library Document Supply Centre- DSC:D44779/83 / BLDSC - British Library ...

Nonparametric predictive inference with right censored data

Yan, Ke-Jian

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN053742 / BLDSC - British Library ...

Likelihood-based inference for correlated diffusions

Kalogeropoulos, Konstantinos
Dellaportas, Petros
Roberts, Gareth O.

March 2011

The authors address the problem of likelihood-based inference for correlated diffusions. Such a task...

Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the portuguese interest rate

Nicolau, João

July 1999

In this article we present a new model of the spot interest rate and a new method of estimation of n...

How likelihood and identification went Bayesian

Aldrich, J.
Southampton Univ. (United Kingdom). Dept. of Economics

January 2001

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.937(no...

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Likelihood inference for discretely observed non-linear diffusions

Elerian, Ola
Chib, Siddhartha
Shephard, Neil

July 2001

This paper is concerned with the Bayesian estimation of nonlinear stochastic differential equations ...

Likelihood inference for discretely observed non-linear diffusions.

Elerian, Ola
Chib, Siddhartha
Shephard, Neil

January 2001

This paper is concerned with the Bayesian estimation of nonlinear stochastic differential equations ...

Likelihood inference by Monte Carlo methods and efficient nested bootstrapping

Ventura, V.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:D196498 / BLDSC - British Library Doc...

Observed diffusion processes (with discussion).

Beskos, Alexandros
Papaspiliopoulos, Omiros
Roberts, Gareth O.
Fearnhead, Paul

June 2006

The objective of the paper is to present a novel methodology for likelihood-based inference for disc...

Empirical likelihood estimation and testing in the restricted linear model

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--94/380) / BLDSC - ...

Likelihood based inference for diffusion driven models.

Chib, Siddhartha
Pitt, Michael K
Shephard, Neil

January 2004

This paper provides methods for carrying out likelihood based inference for diffusion driven models,...

Bayesian inference on non-stationary data

Amisano, G

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005846 / BLDSC - British Library D...

Graphics and inference in nonparametric modelling

Young, S.G.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN007656 / BLDSC - British Library D...

Statistical inference for multidimensional scaling

Bell, P.W.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN039945 / BLDSC - British Library D...

Some numerical aspects of Bayesian inference

Naylor, J

January 1982

SIGLEAvailable from British Library Document Supply Centre- DSC:D44779/83 / BLDSC - British Library ...

Nonparametric predictive inference with right censored data

Yan, Ke-Jian

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN053742 / BLDSC - British Library ...

Likelihood-based inference for correlated diffusions

Kalogeropoulos, Konstantinos
Dellaportas, Petros
Roberts, Gareth O.

March 2011

The authors address the problem of likelihood-based inference for correlated diffusions. Such a task...

Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the portuguese interest rate

Nicolau, João

July 1999

In this article we present a new model of the spot interest rate and a new method of estimation of n...

How likelihood and identification went Bayesian

Aldrich, J.
Southampton Univ. (United Kingdom). Dept. of Economics

January 2001

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.937(no...

Likelihood inference for discretely observed non-linear diffusions

Abstract

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Likelihood inference for discretely observed non-linear diffusions

Abstract

Extracted data

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