Schneider, Paul. 2006. Globally Optimal Parameter Estimates for Nonlinear Diffusion Processes with Expected Likelihood.
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Status of publication | Published |
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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)