Generalized moment estimation of stochastic differential equations (2016)
- Authors:
- Autor USP: LAURINI, MARCIO POLETTI - FEARP
- Unidade: FEARP
- DOI: 10.1007/s00180-015-0598-2
- Subjects: PROBABILIDADE; PROCESSOS ESTOCÁSTICOS; ECONOMIA; FINANÇAS
- Language: Inglês
- Imprenta:
- Publisher place: Heidelberg
- Date published: 2016
- Source:
- Título: Computational Statistics
- ISSN: 0943-4062
- Volume/Número/Paginação/Ano: v. 31, n. 3, p. 1169-1202, 2016
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
LAURINI, Marcio Poletti e HOTTA, Luiz Koodi. Generalized moment estimation of stochastic differential equations. Computational Statistics, v. 31, n. 3, p. 1169-1202, 2016Tradução . . Disponível em: https://doi.org/10.1007/s00180-015-0598-2. Acesso em: 24 fev. 2026. -
APA
Laurini, M. P., & Hotta, L. K. (2016). Generalized moment estimation of stochastic differential equations. Computational Statistics, 31( 3), 1169-1202. doi:10.1007/s00180-015-0598-2 -
NLM
Laurini MP, Hotta LK. Generalized moment estimation of stochastic differential equations [Internet]. Computational Statistics. 2016 ; 31( 3): 1169-1202.[citado 2026 fev. 24 ] Available from: https://doi.org/10.1007/s00180-015-0598-2 -
Vancouver
Laurini MP, Hotta LK. Generalized moment estimation of stochastic differential equations [Internet]. Computational Statistics. 2016 ; 31( 3): 1169-1202.[citado 2026 fev. 24 ] Available from: https://doi.org/10.1007/s00180-015-0598-2 - Data cloning: maximum likelihood estimation of DSGE models
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Informações sobre o DOI: 10.1007/s00180-015-0598-2 (Fonte: oaDOI API)
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