Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent (Q2701807)
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scientific article; zbMATH DE number 1566918
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| English | Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent |
scientific article; zbMATH DE number 1566918 |
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5 March 2001
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diffusion processes
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discrete time observation
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hidden Markov model
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Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent (English)
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0.9263017
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0.9190884
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0.9189698
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0.9116071
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