Estimating the parameters of stochastic differential equations by Monte Carlo methods
Year of publication: |
1995
|
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Authors: | Hurn, Stan ; Lindsay, Kenneth A. |
Publisher: |
Parkville, Victoria |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Analysis | Mathematical analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Extent: | 7 S |
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Series: | Research paper / University of Melbourne, Department of Economics. - Melbourne, ISSN 0819-2642, ZDB-ID 2132270-3. |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 0-7325-1227-1 |
Source: | ECONIS - Online Catalogue of the ZBW |
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