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On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differen...

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differen...

https://devfeature-collection.sl.nsw.gov.au/record/74VvWp05oNmZ

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations / by A. S. Hurn, K. A. Lindsay, V.L.Martin.

About this item

Full title

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations / by A. S. Hurn, K. A. Lindsay, V.L.Martin.

Author / Creator

Publisher

Brisbane : School of Economics and Finance, Queensland University of Technology, 1999.

Date

1999.

Call Numbers

TQ039649

Record Identifier

74VvWp05oNmZ

MMS ID

991011856429702626

Language

English

Formats

Physical Description

Physical content

13 leaves ; 30 cm.

Publication information

Publisher

Brisbane : School of Economics and Finance, Queensland University of Technology, 1999.

Place of Publication

Queensland

Date Published

1999.

More information

Alternative Titles

Full title

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential equations / by A. S. Hurn, K. A. Lindsay, V.L.Martin.

Notes

General note

Discussion paper / Queensland University of Technology, School of Economics and Finance, 1324-5910 ; no. 69.

Cover title.

Includes bibliographical references.

Identifiers

Primary Identifiers

Call Numbers

TQ039649

Record Identifier

74VvWp05oNmZ

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/74VvWp05oNmZ

Other Identifiers

DDC

519.23

MMS ID

991011856429702626

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