On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* (Q4431627): Difference between revisions
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| Property / cites work: Stochastic processes and filtering theory / rank | |||
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Latest revision as of 11:01, 6 June 2024
scientific article; zbMATH DE number 1995761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* |
scientific article; zbMATH DE number 1995761 |
Statements
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* (English)
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22 October 2003
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indirect inference
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kernel density estimation
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term-structure models
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