Quotation Schneider, Paul. 2006. Globally Optimal Parameter Estimates for Nonlinear Diffusion Processes with Expected Likelihood.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Globally Optimal Parameter Estimates for Nonlinear Diffusion Processes with Expected Likelihood
Year 2006

Associations

People
Schneider, Paul (Former researcher)
Organization
Financial Engineering und Derivate (Dorfleitner) (Former organization)
Research areas (Ă–STAT Classification 'Statistik Austria')
5323 Econometrics (Details)
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