Pages that link to "Item:Q2759335"

The following pages link to Maximum likelihood estimates of a class of one-dimensional stochastic differential equation models from discrete data (Q2759335):

Displaying 9 items.

• Estimating reducible stochastic differential equations by conversion to a least-squares problem (Q159694) (← links)
• Estimating the parameters of stochastic differential equations (Q1299880) (← links)
• One dimensional SDE models, low order numerical methods and simulation based estimation: A comparison of alternative estimators (Q1300639) (← links)
• Estimation of parameters in a system of stochastic differential equations from discrete observations (Q1975809) (← links)
• Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730) (← links)
• Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
• Parameter estimation in CKLS model by continuous observations (Q2667620) (← links)
• Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (Q2817110) (← links)
• Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations (Q3842839) (← links)