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Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts and Paul Fearnhead Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion) Journal of the Royal Statistical Society: Series B (Statistical Methodology) 68

Version of Record online: 15 MAY 2006 | DOI: 10.1111/j.1467-9868.2006.00552.x

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