scholarly journals Maximum Likelihood Estimates for the Parameters of a Continuous Time Model for First Conception

Demography ◽  
1972 ◽  
Vol 9 (2) ◽  
pp. 249 ◽  
Author(s):  
S. N. Singh ◽  
T. Bhaduri
Keyword(s):  
Maximum Likelihood ◽  
Continuous Time ◽  
Maximum Likelihood Estimates ◽  
Continuous Time Model ◽  
Time Model

scholarly journals Gaussian Estimation of One-Factor Mean Reversion Processes

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
Freddy H. Marín Sánchez ◽  
J. Sebastian Palacio
Keyword(s):  
Maximum Likelihood ◽  
Continuous Time ◽  
Simulated Data ◽  
Mean Reversion ◽  
Data Series ◽  
Continuous Time Model ◽  
Time Model ◽  
New Process ◽  
Gaussian Estimation ◽  
Maximum Likelihood Technique

We propose a new alternative method to estimate the parameters in one-factor mean reversion processes based on the maximum likelihood technique. This approach makes use of Euler-Maruyama scheme to approximate the continuous-time model and build a new process discretized. The closed formulas for the estimators are obtained. Using simulated data series, we compare the results obtained with the results published by other authors.

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