✦ LIBER ✦

Estimation of parameters of one stochastic differential equation

✍ Scribed by I. D. Cherkasov

Publisher: Springer US
Year: 1995
Tongue: English
Weight: 417 KB
Volume: 75
Category: Article
ISSN: 1573-8795
DOI: 10.1007/bf02362559

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the estimation of parameters for line

On the estimation of parameters for linear stochastic differential equations

✍ R. Khasminskii; N. Krylov; N. Moshchuk 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 187 KB

Robust Parameter Estimation for Stochast

Robust Parameter Estimation for Stochastic Differential Equations

✍ Thomas Deck; Thomas Gorm Theting 📂 Article 📅 2004 🏛 Springer Netherlands 🌐 English ⚖ 594 KB

Parameter estimation in infinite-dimensi

Parameter estimation in infinite-dimensional stochastic differential equations

✍ Yoon Tae Kim 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 113 KB

When the observation process can be written as a Banach space-valued semimartingale form, we consider the statistical estimation of parameters occurring in it.

Pathwise Estimation of Stochastic Differ

Pathwise Estimation of Stochastic Differential Equations with

✍ Xuejing Meng; Shigeng Hu; Ping Wu 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 441 KB

Indirect estimation of stochastic differ

Indirect estimation of stochastic differential equation models: some computational experiments

✍ Carlo Bianchi; Eugene M. Cleur 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 895 KB

In this paper we consider the estimation of some stochastic differential equation models by an indirect estimation method proposed by Gourieroux, Monfort and Renault (1993) using discrete data. The performance of this method is analysed via Monte Carlo experiments. In particular we examine the Vasic

Parameter identification in linear stoch

Parameter identification in linear stochastic differential equations

✍ Jacek Dabrowski 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 156 KB