Diffusion process with evolution and its parameter estimation (Q2215848)
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scientific article; zbMATH DE number 7285406
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| English | Diffusion process with evolution and its parameter estimation |
scientific article; zbMATH DE number 7285406 |
Statements
Diffusion process with evolution and its parameter estimation (English)
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14 December 2020
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discrete Markov process
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diffusion approximation
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asymptotic diffusion environment
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Ornstein-Uhlenbeck process
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phase merging
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drift parameter estimation
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