scientific article; zbMATH DE number 1943900

MaRDI QIDQ4409941zbMATH OpenFDO

Authors Vance Martin, Adrian Pagan

Publication date 1 July 2003

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(2)

• On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
• Simulation-based Bayesian estimation of an affine term structure model

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