On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* (Q4431627)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* |
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
