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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