On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations.
| Autor: | Hurn, A.S.1, Lindsay, K.A.2, Martin, V.L.3 |
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| Zdroj: | Journal of Time Series Analysis. Jan2003, Vol. 24 Issue 1, p45-63. 19p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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