Journal article

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations

AS Hurn, KA Lindsay, VL Martin

Journal of Time Series Analysis | BLACKWELL PUBL LTD | Published : 2003

DOI: 10.1111/1467-9892.00292

University of Melbourne Researchers

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Keywords

Maximum Likelihood
Term-Structure Models
Term Structure
Kernel-Density Estimation
Statistics & Probability
Indirect Inference
Kernel Density-Estimation
Bandwidth Selection
Inference
Mathematics, Interdisciplinary Applications
Physical Sciences
Science & Technology
Mathematics
Simulation