Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a...

Maximum likelihood (ML) estimates of the parameters of stochastic differential equations (SDEs) are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed form expression for the transitional density of the process is not available. As a result, a large number...

This paper provides a moment-based approximation to the distribution of a quadratic forms in uniform random variables and in order statistics from a uniform population. Certain goodness-of-fit statistics can be expressed in terms of the latter. In particular, it is shown that the proposed...