On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 1, p. 45, doi. 10.1111/1467-9892.00292
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2003 AND VI 24 AND IP 1
Results: 6
1
2
Optimal sampling for density estimation in continuous time.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 1, p. 1, doi. 10.1111/1467-9892.00290
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- Publication type:
- Article
3
Maximum likelihood estimation in space time bilinear models.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 1, p. 25, doi. 10.1111/1467-9892.00291
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- Publication type:
- Article
4
Testing for serial dependence in time series models of counts.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 1, p. 65, doi. 10.1111/1467-9892.00293
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- Publication type:
- Article
5
Filtering and smoothing of state vector for diffuse state–space models.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 1, p. 85, doi. 10.1111/1467-9892.00294
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- Publication type:
- Article
6
Bootstrapping unit root tests for integrated processes.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 1, p. 99, doi. 10.1111/1467-9892.00295
- By:
- Publication type:
- Article