Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations

Abstract

Journal Article A statistical method of estimation and simulation for systems of stochastic differential equations Get access ISAO SHOJI, ISAO SHOJI Institute of Policy and Planning Sciences, University of TsukubaTsukuba Ibaraki 305, [e-mail] Search for other works by this author on: Oxford Academic Google Scholar TOHRU OZAKI TOHRU OZAKI The Institute of Statistical Mathematics4-6-7 Minami Azabu, Minato, Tokyo 106, [e-mail] Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 85, Issue 1, March 1998, Pages 240–243, https://doi.org/10.1093/biomet/85.1.240 Published: 01 March 1998 Article history Received: 01 August 1996 Revision received: 01 July 1997 Published: 01 March 1998