Parameter estimation for multivariate diffusion systems (Q2359498)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for multivariate diffusion systems |
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Parameter estimation for multivariate diffusion systems (English)
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29 June 2017
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diffusion process
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Fokker-Planck equation
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cumulant truncation procedure
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saddlepoint approximation
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Markov chain Monte Carlo
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