Ola Elerian

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All published works

Action	Title	Year	Authors
+ PDF Chat	Likelihood Inference for Discretely Observed Nonlinear Diffusions	2001	Ola Elerian Siddhartha Chib Neil Shephard
+	Likelihood inference for discretely observed non-linear diffusions	1998	Ola Elerian Siddhartha Chib Neil Shephard

Common Coauthors

Coauthor	Papers Together
Neil Shephard	2
Siddhartha Chib	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Markov Chain Monte Carlo Methods: Computation and Inference	2001	Siddhartha Chib	1
+	The simulated likelihood ratio (SLR) method	1998	Monica Billio Alain Monfort Christian P. Robert	1
+	Simulation-based inference	1993	Christian Gouriéroux Alain Monfort	1
+ PDF Chat	Estimating Equations Based on Eigenfunctions for a Discretely Observed Diffusion Process	1999	Mathieu Kessler Michael Sørensen Michael Sørensen	1
+ PDF Chat	Bayesian Computation and Stochastic Systems	1995	Julian Besag Peter Green David Higdon Kerrie Mengersen	1
+ PDF Chat	The Euler scheme for Lévy driven stochastic differential equations	1997	Philip Protter Denis Talay	1
+	Weak rate of convergence for an Euler scheme of nonlinear SDE’s	1997	Arturo Kohatsu‐Higa Shigeyoshi Ogawa	1
+ PDF Chat	Marginal Likelihood from the Gibbs Output	1995	Siddhartha Chib	1
+	Likelihood analysis of non-Gaussian measurement time series	1997	Neil Shephard M. Pitt	1
+	A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model	1997	George J. Jiang John Knight	1
+	Approximate discrete-time schemes for statistics of diffusion processes	1989	Danielle Florens-Zmirou	1
+	Bayesian Inference in Econometric Models Using Monte Carlo Integration	1989	John Geweke	1
+	Some stationary processes in discrete and continuous time	1998	Ole E. Barndorff‐Nielsen Jens Ledet Jensen Michael Sørensen	1
+ PDF Chat	Estimating Functions for Discretely Observed Diffusions: A Review	1997	Michael Sørensen	1
+	Understanding the Metropolis-Hastings Algorithm	1995	Siddhartha Chib Edward Greenberg	1
+ PDF Chat	Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo	1978	Teun Kloek H. K. van Dijk	1
+	Bayes inference in regression models with ARMA (p, q) errors	1994	Siddhartha Chib Edward Greenberg	1
+	Markov Chain Monte Carlo in Practice	1995	Walter R. Gilks Sylvia Richardson David J. Spiegelhalter	1
+	Bayesian investigation of continuous -time finance models	2000	Christopher S. Jones	1
+ PDF Chat	Inference from Iterative Simulation Using Multiple Sequences	1992	Andrew Gelman Donald B. Rubin	1