New technique for simulating the likelihood of stochastic differential equations
Nicolau, Joao
New technique for simulating the likelihood of stochastic differential equations J5039 2002 - 2002 - 91-103 V. 05 Issue. 1
Econometrics
Simulated maximum likelihood estimator;Simulation based methods;Estimation;Stochastic;Differential equations;Transition density estimation;Diffusion processes;
New technique for simulating the likelihood of stochastic differential equations J5039 2002 - 2002 - 91-103 V. 05 Issue. 1
Econometrics
Simulated maximum likelihood estimator;Simulation based methods;Estimation;Stochastic;Differential equations;Transition density estimation;Diffusion processes;