So, in an advanced Econometrics course, the current topic relates to estimating transition densities and diffusion processes by MLE, such as this R package doc describes, for ex., and I have to admit to myself that I am starting to get lost.
What book(s) would you recommend for someone that has no background in Real/Complex analysis, yet still possesses a decent understanding of stochastic calc. and good background in fundamental econometrics? I am asking this because I feel most of the concepts are intuitive (if still the tiniest bit complex) once someone finally explains them to me, but actually following math texts/papers is difficult without a pure math background.
Any other quants that have experienced this can give me reading advice?