Identification of Nonstationary Diffusion Model by the Method of Sieves (Q3949839): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q653912 |
Changed an Item |
||
| Property / author | |||
| Property / author: Nguyen Trung Hung / rank | |||
Normal rank | |||
Revision as of 07:49, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of Nonstationary Diffusion Model by the Method of Sieves |
scientific article |
Statements
Identification of Nonstationary Diffusion Model by the Method of Sieves (English)
0 references
1982
0 references
method of sieves
0 references
nonstationary linear diffusion model
0 references
restricted maximum likelihood estimators
0 references
stochastic differential equations
0 references
