Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods

Stan Hurn and K.A. Lindsay

No 472, Department of Economics - Working Papers Series from The University of Melbourne

Keywords: STOCHASTIC MODELS; ECONOMETRICS (search for similar items in EconPapers)
Pages: 20 pages
Date: 1995
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Journal Article: Estimating the parameters of stochastic differential equations by Monte Carlo methods (1997)
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