【摘 要】
：
Stochastic differential equations (SDEs) are demonstrated to be an effective tool for modeling continuous time data from a wide range of fields including ec
【机 构】
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Center for Biodefense Immune Modeling,University of Rochester Medical Center
【出 处】
：
2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
Stochastic differential equations (SDEs) are demonstrated to be an effective tool for modeling continuous time data from a wide range of fields including economics,finance,physics,engineering,biomedical sciences etc.Consequently,many techniques have been developed to estimate the unknown parameters in SDEs from discrete observations.In this paper,two methods for estimating the parameters of stochastic differential equations by the simulated maximum likelihood approach are investigated.
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