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

Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the portuguese interest rate / João Nicolau . - Lisboa : Banco de Portugal, 1999 . - 19 f. : il. 30 cm . - (Estudos e documentos de trabalho; 4))
336.781.5