One dimensional SDE models, low order numerical methods and simulation based estimation: A comparison of alternative estimators (Q1300639)
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scientific article; zbMATH DE number 1330763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One dimensional SDE models, low order numerical methods and simulation based estimation: A comparison of alternative estimators |
scientific article; zbMATH DE number 1330763 |
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One dimensional SDE models, low order numerical methods and simulation based estimation: A comparison of alternative estimators (English)
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3 May 2000
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simulation of trajectories
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estimation of drift parameters
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indirect estimation
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calibration
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stochastic differential equations
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maximum likelihood estimation
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