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Computing estimates of continuous time macroeconometric models on the basis of discrete data.

Computational Statistics & Data Analysis, 49(2): 397-416, 2005.
Authors: Giles Jewitt and J. Roderick McCrorie
URL: http://dblp.uni-trier.de/db/journals/csda/csda49.html#JewittM05
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@article{journals/csda/JewittM05,
title = {Computing estimates of continuous time macroeconometric models on the basis of discrete data.},
author = {Giles Jewitt and J. Roderick McCrorie},
journal = {Computational Statistics & Data Analysis},
number = {2},
pages = {397-416},
url = {http://dblp.uni-trier.de/db/journals/csda/csda49.html#JewittM05},
volume = {49},
year = {2005},
description = {dblp},
ee = {http://dx.doi.org/10.1016/j.csda.2004.05.021}, date = {2007-04-18},
keywords = {dblp }
}