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Journal of Mathematical and Computational Science ISSN 1927-5307 (Print)

Archives › Volume 1, Number 1 (2011)

J. Math. Comput. Sci. 1 (2011), 53–59

Bootstrapping estimators of the SDE parameters

Reza Habibi

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Abstract

In this paper, we consider an appropriate bootstrapped versionof the estimators of the stochastic differential equation. The theoretical aspectsare studied and some examples are given.

Published
1 January 2012
Volume
1 (2011)
License
CC BY 3.0

Copyright © 2012 Reza Habibi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Cite this article

R. Habibi, Bootstrapping estimators of the SDE parameters, J. Math. Comput. Sci. 1 (2011), 53–59.

BibTeX
@article{Habibi2011,
  author  = {Habibi, Reza},
  title   = {Bootstrapping estimators of the SDE parameters},
  journal = {J. Math. Comput. Sci.},
  volume  = {1},
  year    = {2011},
  pages   = {53--59},
  doi     = {}
}