Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
Giuliano De Rossi
| Year of publication: |
2010
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|---|---|
| Authors: | De Rossi, Giuliano |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 36.2010, 1, p. 1-16
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| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003992469