Estimating parameters of stochastic differential equations using a criterion function based on the Kolmogorov-Smirnov statistics

Filatova, Daria, Grzwaczewski, Marek, McDonald, David . Acta et Commentationes Universitatis Tartuensis de Mathematica 2004. 8 (4) :93-99

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@article{CIS-213608,
  Author = {Filatova, Daria and Grzwaczewski, Marek and McDonald, David},
  Title = {Estimating parameters of stochastic differential equations using a criterion function based on the Kolmogorov-Smirnov statistics},
  Journal = {Acta et Commentationes Universitatis Tartuensis de Mathematica},
  Volume = {8},
  Number = {4},
  Year = {2004},
  Pages = {93--99},
  Keywords = {Parameter estimation, simulation experiments, special volume: proceedings of the 7th Tartu conference on multivariate statistics, August 7-12, 2003, Tartu, Estonia}
}

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