Time Varying Parameter Estimation Scheme for a Linear Stochastic Differential Equation.pdf

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Original language	American English
Journal	International Journal of Statistics and Probability
Volume	6
Issue number	5
DOIs	https://doi.org/10.5539/ijsp.v6n5p84
State	Published - Aug 11 2017

Keywords

Stochastic; Generalized Method of Moments; Maximum Likelihood; Simulation; Local lagged adapted

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title = "Time Varying Parameter Estimation Scheme for a Linear Stochastic Differential Equation.pdf",

keywords = "Stochastic; Generalized Method of Moments; Maximum Likelihood; Simulation; Local lagged adapted",

author = "Michael Otunuga and Otunuga, \{Olusegun Michael\}",

year = "2017",

month = aug,

day = "11",

doi = "10.5539/ijsp.v6n5p84",

language = "American English",

volume = "6",

journal = "International Journal of Statistics and Probability",

issn = "1927-7032",

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T1 - Time Varying Parameter Estimation Scheme for a Linear Stochastic Differential Equation.pdf

AU - Otunuga, Michael

AU - Otunuga, Olusegun Michael

PY - 2017/8/11

Y1 - 2017/8/11

KW - Stochastic; Generalized Method of Moments; Maximum Likelihood; Simulation; Local lagged adapted

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DO - 10.5539/ijsp.v6n5p84

M3 - Article

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JO - International Journal of Statistics and Probability

JF - International Journal of Statistics and Probability

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ER -