Seeing the wood for the trees : a critical evaluation of methods to estimate the parameters of stochastic differential equations

A. S. Hurn and J. I. Jeisman; K. A. Lindsay

Year of publication:	2007
Authors:	Hurn, Stan ; Jeisman, J. I. ; Lindsay, Kenneth A.
Published in:	Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 3, p. 390-455
Subject:	Schätztheorie \| Estimation theory \| Stochastischer Prozess \| Stochastic process \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Zins \| Interest rate \| Theorie \| Theory \| USA \| United States \| 1980-2000

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