On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
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Publication:4431627
DOI10.1111/1467-9892.00292zbMath1022.62073OpenAlexW2067557707MaRDI QIDQ4431627
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Publication date: 22 October 2003
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00292
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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