A new technique for simulating the likelihood of stochastic differential equations (Q4551772)
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scientific article; zbMATH DE number 1791812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new technique for simulating the likelihood of stochastic differential equations |
scientific article; zbMATH DE number 1791812 |
Statements
A new technique for simulating the likelihood of stochastic differential equations (English)
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24 February 2003
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simulated likelihood method
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stochastic differential equation
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estimation of the transitional density
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