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Titel:

Simulated Maximum Likelihood for Continuous-Discrete State Space Models using Langevin Importance Sampling (conference paper)

AutorInnen: Hermann Singer
Kategorie: Sonstiges
Download: Simulated Maximum Likelihood for Continuous-Discrete State Space Models using Langevin Importance Sampling
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9th International Conference on Social Science Methodology (RC33), 11.-16. September 2016, Leicester, UK

Organization of Session:

Estimation of Stochastic Differential Equations with Time Series, Panel and Spatial Data.

https://www2.le.ac.uk/departments/sociology/research/rc33-conference/abstract-submission/9th-international-conference-on-social-science-methodology-estimation-of-stochastic-differential-equations-with-time-series-panel-and-spatial-data

20.09.2016
FernUni-Logo FernUniversität in Hagen, LST Angewandte Statistik & Methoden der empirischen Sozialforschung, 58084 Hagen, Tel.: +49 2331 987-2823, E-Mail: sekretariat.statistik@fernuni-hagen.de