ML Estimation Of The Parameters Of SDE's By Numerical Solution Of The Fokker-Planck Equation
| Contribuinte(s) |
Zerger, A Argent, R |
|---|---|
| Data(s) |
2005
|
| Identificador | |
| Publicador |
The Modelling And SImulation Society Of Australia And New Zed |
| Relação |
Hurn, Stan, Jeisman, Joseph, & Lindsay, Kenneth (2005) ML Estimation Of The Parameters Of SDE's By Numerical Solution Of The Fokker-Planck Equation. In Zerger, A & Argent, R (Eds.) MODSIM 05 - International Congress On Modelling And Simulation Advances And Applications For Management And Decision Making, 12 December - 15 December 2005, Australia, Victoria, Melbourne. |
| Fonte |
QUT Business School; School of Economics & Finance |
| Palavras-Chave | #140302 Econometric and Statistical Methods #140305 Time-Series Analysis #Stochastic Differential Equations, Cumulative Distribution Function, Finite Difference |
| Tipo |
Conference Paper |
