On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* (Q4431627): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/1467-9892.00292 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2067557707 / rank | |||
Normal rank |
Revision as of 20:14, 19 March 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)
0 references
22 October 2003
0 references
indirect inference
0 references
kernel density estimation
0 references
term-structure models
0 references