The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software for parameter estimating and has been presented correspondent testing and comparing.
翻译:文章考虑了参数估计的构建,如准最大可能性估计和通过随机差分方程解决方案产生的统计模型中的一步估计,开发了参数估计软件,并进行了代理测试和比较。