Indirect estimation of stochastic differential equation models: some computational experiments

DOI10.1007/BF00121638zbMath1058.62680OpenAlexW1987648100WikidataQ115395259 ScholiaQ115395259MaRDI QIDQ2365319

Eugene M. Cleur, Carlo Bianchi

Publication date: 1996

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00121638

Mathematics Subject Classification ID

Related Items (4)

Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model ⋮ Discontinuities in indirect estimation: an application to EAR models ⋮ Analyzing fish movement as a persistent turning walker ⋮ Indirect inference for time series using the empirical characteristic function and control variates

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• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
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• The Structural Estimation of a Stochastic Differential Equation System

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