scientific article; zbMATH DE number 1767707
zbMATH Open0998.65012MaRDI QIDQ4538693FDOQ4538693
Authors: Isao Shoji 
Publication date: 16 July 2002
Title of this publication is not available (Why is that?)
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maximum likelihood estimationnonlinearstochastic differential equationdiffusion processnumerical experimentconditional moments
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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- Detecting the sampling rate through observations
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- Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models
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- Computing conditional expectations of multidimensional diffusion processes
- Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach
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