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

Filatova, Daria, Grzwaczewski, Marek, McDonald, David . :93-99

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Bibtex

@article{CIS-506298,
  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 = {},
  Year = {2004},
  Pages = {93--99},
  Keywords = {}
}

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