Seeing the wood for the trees : a critical evaluation of methods to estimate the parameters of stochastic differential equations
Year of publication: |
2007
|
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Authors: | Hurn, Stan ; Jeisman, J. I. ; Lindsay, Kenneth A. |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 3, p. 390-455
|
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zins | Interest rate | Theorie | Theory | USA | United States | 1980-2000 |
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