Discussion on the paper by Beskos, Papaspiliopoulos, Roberts and Fearnhead
成果类型：
Editorial Material
署名作者：
Moulines, Eric; Crisan, Dan; Rowlingson, Barry; Chopin, N.; Connor, S. B.; Kendall, W. S.; Kent, John T.; Casella, Bruno; Ball, Frank; Dryden, Ian; Golalizadeh, Mousa; Bingham, N. H.; Clifford, Peter; Genon-Catalot, Valentine; Kalogeropoulos, Konstantinos; Kessler, Mathieu; Klueppelberg, Claudia; Kuensch, Hans R.; Lyons, T. J.; Mamon, Rogemar; Yu, Keming; Moller, Jesper; Pasquali, Sara; Ruggeri, Fabrizio; Pavlopoulos, Harry; Robert, Christian P.; Rousset, Mathias; Doucet, Arnaud; Stramer, Osnat
署名单位：
IMT - Institut Mines-Telecom; IMT Atlantique
刊物名称：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN/ISSBN：
1369-7412
发表日期：
2006
页码：
361-382
关键词：
maximum-likelihood-estimation
nonparametric-estimation
Numerical techniques
diffusion-processes
term structure
inference
MODEL
volatility
rates