A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error (Q2418077)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error |
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A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error (English)
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3 June 2019
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penalized simulated maximum likelihood estimation
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measurement error
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consistency and asymptotic normality
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stochastic differential equations
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