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Simulated maximum likelihood for continuous-discrete state space models using Langevin importance sampling
Singer, Hermann - 2016
Persistent link: https://www.econbiz.de/10011569084
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Maximum likelihood estimation of continuous-discrete state-space models : Langevin path sampling vs. numerical integration
Singer, Hermann - 2016
Persistent link: https://www.econbiz.de/10011569146
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Langevin and Kalman importance sampling for nonlinear continuous-discrete state space models
Singer, Hermann - 2017
Persistent link: https://www.econbiz.de/10011619759
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ML-estimation of time series
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876981
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models
Singer, Hermann - In: Computational Statistics 21 (2006) 3, pp. 385-397
Persistent link: https://www.econbiz.de/10005613158