On asymptotic inference in stochastic differential equations with time-varying covariates (Q4960937)
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scientific article; zbMATH DE number 7193351
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| English | On asymptotic inference in stochastic differential equations with time-varying covariates |
scientific article; zbMATH DE number 7193351 |
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On asymptotic inference in stochastic differential equations with time‐varying covariates (English)
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24 April 2020
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asymptotic normality
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functional data
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Gibbs sampling
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maximum likelihood estimator
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posterior consistency
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random effects
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0.8608468174934387
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0.8319108486175537
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0.8129953145980835
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