Statistical modeling of diffusion processes with free knot splines (Q1408736): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical modeling of diffusion processes with free knot splines |
scientific article |
Statements
Statistical modeling of diffusion processes with free knot splines (English)
0 references
25 September 2003
0 references
drift coefficient
0 references
maximum partial likelihood
0 references
method of Sieves
0 references
rates of convergence
0 references
stochastic integrals
0 references
time-dependent covariates
0 references
