Estimating the parameters of stochastic differential equations (Q1299880): Difference between revisions
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Latest revision as of 21:04, 28 May 2024
scientific article
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English | Estimating the parameters of stochastic differential equations |
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Statements
Estimating the parameters of stochastic differential equations (English)
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14 December 1999
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Kolmogorov equation
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spectral integration
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maximum likelihood
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time-series
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kernel
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transitional density
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interest rates
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