Template-type: ReDIF-Paper 1.0
Author-Name: Siddhartha Chib 
Author-Workplace-Name:John M. Olin School of Business, Washington University, USA
Author-Name: Neil Shephard
Author-Email: neil.shephard@nuffield.ox.ac.uk
Author-Homepage: http://www.nuff.ox.ac.uk/users/shephard/
Author-Workplace-Name:Nuffield College, Oxford
Author-Workplace-Homepage:http://www.nuff.ox.ac.uk/
Title:Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes"
Length:7 pages
Creation-Date: 2001-08-12
Number:2001-W26
File-URL:http://www.nuff.ox.ac.uk/economics/papers/2001/w26/jbes2.pdf
File-Format: application/pdf
Handle: RePEc:nuf:econwp:0126