A new technique for simulating the likelihood of stochastic differential equations
João Nicolau
| Year of publication: |
2002
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|---|---|
| Authors: | Nicolau, João |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 5.2002, 1, p. 91-103
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| Subject: | Analysis | Mathematical analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001683694