Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods.
Year of publication: |
1995
|
---|---|
Authors: | Hurn, A.S. ; Lindsay, K.A. |
Institutions: | Department of Economics, Faculty of Business and Economics |
Subject: | STOCHASTIC MODELS | ECONOMETRICS |
-
Convex Stochastic Duality and the "Biting Lemma".
Evstigneev, I.V., (2000)
-
Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models.
Ortega, E., (1998)
-
CROSS-CORRELATED RANDOM REGRESSION COEFFICIENTS: A REFINEMENT AND SOME SUPPORTING EVIDENCE.
SMITH, K.M., (1989)
- More ...
-
Time Series Evidence of Global Warming.
Hurn, A.S., (1996)
-
Forecasting spikes in electricity prices
Christensen, T.M.,
-
Transitional densities of diffusion processes: a new approach to solving the Fokker-Planck equation
Hurn, A.S., (2007)
- More ...