A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations

Document Details

Document Type
Pub Defense Publication
Publication Date
Apr 01, 2015
Source ID
10.1016/j.csda.2014.11.007

Entities

People

  • Chihoon Lee
  • Jennifer A. Hoeting
  • Libo Sun

Organizations

  • Army Research Office
  • National Science Foundation
  • National Security Agency