Maximum likelihood estimates of a class of one-dimensional stochastic differential equation models from discrete data

Journal of Time Series Analysis

Volumn 22, Issue 5, 2001, Pages 505-515

  Cleur, Eugene M ^a  

^a UNIVERSITY OF PISA   (Italy)

Author keywords

Discrete maximum likelihood estimator; Euler scheme; Stochastic differential equation; Stochastic integral

Indexed keywords

EID: 0039890228     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00238     Document Type: Article

References (16)

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