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Krätschmer, Volker - 1995

Persistent link: https://www.econbiz.de/10000921172

Maximum-Likelihood-Schätzung in nichtlinearen Regressionsmodellen mit unabhängigen Störgrößen aus differentialgeometrischer Sicht

Krätschmer, Volker - 1995

Persistent link: https://www.econbiz.de/10000921173

The estimation of systems of joint differential-difference equations

Chambers, Marcus J. - 1995

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Parameterschätzung von Diffusionsprozessen

Weiss, E. A. - 1987

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Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations

Reiß, Markus - 2000

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Small diffusion asymptotics for discretely sampled stochastic differential equations

Sørensen, Michael (contributor); … - 2002 - [Elektronische Resource]

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Estimating the parameters of stochastic differential equations by Monte Carlo methods

Hurn, Stan; Lindsay, Kenneth A. - 1995

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Estimation of partial differtial equations with applications in finance

Kristensen, Dennis - 2004

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Adaptive estimation for affine stochastic delay differential equations

Reiß, Markus (contributor) - 2003 - [Elektronische Ressource]

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Application of the generalized method of moments for estimating continuous-time models of U.S. short-term interest rates

Cserna, Balázs - 2008

We show by Monte Carlo simulations that the jackknife estimation of QUENOUILLE (1956) provides substantial bias reduction for the estimation of short-term interest rate models applied in CHAN ET AL. (1992) - hereafter CKLS (1992). We find that an alternative estimation based on NOWMAN (1997)...

Persistent link: https://www.econbiz.de/10003747325