On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations

Journal of Time Series Analysis

Volumn 24, Issue 1, 2003, Pages 45-63

  Hurn, A S ^a   Lindsay, K A ^b   Martin, V L ^b  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b NONE

Author keywords

Indirect inference; Kernel density estimation; Maximum likelihood; Simulation; Term structure models

Indexed keywords

EID: 0141976786     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00292     Document Type: Article

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