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LIKELIHOOD INFERENCE FOR DISCRETELY OBSERVED NON-LINEAR DIFFUSIONS Ola Elerian Nuffield College Siddhartha Chib Washington University and Neil Shephard
Neil Shephard, Ola Elerian Siddhartha Chib Abstract. This paper is concerned with the Bayesian estimation of non-linear stochastic differential equations when only discrete ...
Ola Elerian, Siddhartha Chib, Neil Shephard. Econometrica, Vol. 69, No. 4. (2001), pp. 959-993. This paper is concerned with the Bayesian estimation of nonlinear stochastic ...
Ola Elerian, A note on the existence of a closed form conditional transition density for the Milstein scheme. 1998-W17. Bent Nielsen, Conditional test for rank in ...
Steven Bond; Gavin Cameron; Jurgen Doonik; Ola Elerian; Frank Gerhard; David F. Hendry; Hans-Martin Krolzig; Valerie Lechene; John ...
LIKELIHOOD INFERENCE FOR DISCRETELY OBSERVED NON-LINEAR DIFFUSIONS Ola Elerian Nuffield College Siddhartha Chib Washington University and Neil Shephard
BY OLA ELERIAN ,SIDDHARTHA CHIB , . Econometrica , Vol. 69, No. 4 July, 2001,959993 LIKELIHOOD INFERENCE FOR ...
Ola Elerian, Siddhartha Chib, Neil Shephard. Econometrica, Vol. 69, No. 4. (2001), pp. 959-993. This paper is concerned with the Bayesian estimation of nonlinear ...
20 Nov 2010 ... Ola Elerian: current contact information and listing of economic research of this author provided by RePEc/IDEAS.
E-mail: This e-mail address is bad, please ask Ola Elerian to update the ...
Ola Elerian: current contact information and listing of economic research of ...
29 Oct 1999... of continuous time series models, discretely observed diffusions for financial data. Email Address: ola.elerian@nuffield.ox.ac.uk ...
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London, United Kingdom - Senior QuantView Ola El-Elerian's (United Kingdom) professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Ola ...
Ola Elerian, Siddhartha Chib and Neil Shephard (2001) Likelihood inference for discretely observed non-linear diffusions, Econometrica, 69, 2001, 959–993. ...
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Dacharan Capital LLP (Banking industry): Senior Quant, (March 2008-September 2009) Developing and setting up the FX Trading System which uses the FIX Protocol to trad...