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A statistical method of estimation and simulation for systems of stochastic differential equations |
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| Authors: | SHOJI ISAO; OZAKI TOHRU |
| Institution: | Institute of Policy and Planning Sciences, University of Tsukuba Tsukuba Ibaraki 305, Japan shoji{at}hako.sk.tsukubaac.jp The Institute of Statistical Mathematics 4-6-7 Minami Azabu, Minato, Tokyo 106, Japan ozaki{at}ism.ac.jp |
| Abstract: | |
| Keywords: | Discretisation Local linearisation method Maximum likelihood estimation Systems of stochastic differential equations |
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