- 著者
-
小暮 厚之
- 出版者
- 千葉大学
- 雑誌
- 千葉大学経済研究 (ISSN:09127216)
- 巻号頁・発行日
- vol.10, no.2, pp.91-112, 1995-09-27
For the estimation of stochastic differential equiations from discretely sampled data, the traditional approach in the econometric literature is to use a discretization of the original continuous-time model. In this paper we discuss some problems on the traditional approach and introduce an alternative estimation method, which is free from the discretization.