Identification of Nonstationary Diffusion Model by the Method of Sieves (Q3949839)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of Nonstationary Diffusion Model by the Method of Sieves |
scientific article |
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Identification of Nonstationary Diffusion Model by the Method of Sieves (English)
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1982
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method of sieves
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nonstationary linear diffusion model
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restricted maximum likelihood estimators
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stochastic differential equations
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