Estimating the parameters of stochastic differential equations (Q1299880): Difference between revisions

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Latest revision as of 21:04, 28 May 2024

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Estimating the parameters of stochastic differential equations
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    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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