Estimating the parameters of stochastic differential equations by Monte Carlo methods
Year of publication: |
1997
|
---|---|
Authors: | Stan Hurn, A. ; Lindsay, K.A. |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 43.1997, 3, p. 495-501
|
Publisher: |
Elsevier |
Subject: | Stochastic differential equations | Wiener process | Ito's stochastic integral | Chi-squared goodness-of-fit statistic | Gamma function |
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