School of Economics and Finance, Queensland University of Technology
Stan Hurn Discussion Papers
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2006
- 2006-02 Testing for nonlinearity in mean in the presence of heteroskedasticity
by Stan Hurn & Ralf Becker - 2006-01 Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation
by Stan Hurn & J.Jeisman & K.A. Lindsay - 2006 Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations
by Stan Hurn & J.Jeisman & K.A. Lindsay