A statistical method of estimation and simulation for systems of stochastic differential equations

Biometrika

Volumn 85, Issue 1, 1998, Pages 240-243

  Shoji, Isao ^a   Ozaki, Tohru ^b  

^a UNIVERSITY OF TSUKUBA   (Japan)

^b INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Discretisation; Local linearisation method; Maximum likelihood estimation; Systems of stochastic differential equations

Indexed keywords

EID: 0000852819     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/85.1.240     Document Type: Article

References (9)

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