Comparative study of estimation methods for continuous time stochastic processes

Journal of Time Series Analysis

Volumn 18, Issue 5, 1997, Pages 485-506

  Shoji, Isao ^a   Ozaki, Tohru ^a  

^a NONE

Author keywords

Discretization; Generalized method of moments; Maximum likelihood estimation; Stochastic differential equation

Indexed keywords

EID: 0001338266     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00064     Document Type: Article

References (16)

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