Testing for nonlinearity with partially observed time series (Q2739332): Difference between revisions
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Revision as of 14:23, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for nonlinearity with partially observed time series |
scientific article |
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Testing for nonlinearity with partially observed time series (English)
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2000
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Euler scheme
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irregular sample data
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Kalman filter
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Lagrange multiplier test
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stochastic differential equations
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