Estimating the parameters of stochastic differential equations by Monte Carlo methods
by A. Stan Hurn & K. A. Lindsay
| Year of publication: |
1995
|
|---|---|
| Authors: | Hurn, Stan ; Lindsay, Kenneth A. |
| Publisher: |
Parkville, Victoria |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | 7 S |
|---|---|
| Series: | Research paper / University of Melbourne, Department of Economics. - Melbourne : [Verlag nicht ermittelbar], 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 |
Persistent link: https://www.econbiz.de/10000916033