On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations /

שמור ב:
מידע ביבליוגרפי
מחבר ראשי: Hurn, A. Stan
מחבר תאגידי: Queensland University of Technology. School of Economics and Finance
מחברים אחרים: Martin, V. L., 1955-, Lindsay, K. A.
פורמט: ספר
שפה:English
יצא לאור: Brisbane : School of Economics and Finance, Queensland University of Technology, 1999.
סדרה:Discussion papers in economics, finance and international competitiveness ; no. 69.
נושאים:
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100 1 |a Hurn, A. Stan. 
245 1 0 |a On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations /  |c by A.S. Hurn, K.A. Lindsay, V.L. Martin. 
260 |a Brisbane :  |b School of Economics and Finance, Queensland University of Technology,  |c 1999. 
300 |a 13 leaves ;  |c 30 cm. 
490 1 |a Discussion paper / Queensland University of Technology, School of Economics and Finance,  |x 1324-5910 ;  |v no. 69 
500 |a Cover title. 
504 |a Includes bibliographical references. 
530 |a Not available online. 
650 0 |a Parametric estimation. 
650 0 |a Stochastic differential equations. 
650 0 |a Estimation theory  |v Econometric models. 
700 1 |a Martin, V. L.,  |d 1955- 
700 1 |a Lindsay, K. A. 
710 2 |a Queensland University of Technology.  |b School of Economics and Finance. 
830 0 |a Discussion papers in economics, finance and international competitiveness ;  |v no. 69. 
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