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ML Estimation Of The Parameters Of SDE's By Numerical Solution Of The Fokker-Planck Equation

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.

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ID Code: 24653
Item Type: Conference Paper
Keywords: Stochastic Differential Equations, Cumulative Distribution Function, Finite Difference
ISBN: 0-9758400-0-2
Subjects: Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Econometric and Statistical Methods (140302)
Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Time-Series Analysis (140305)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Deposited On: 18 Jun 2009 00:38
Last Modified: 29 Feb 2012 23:14

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