Parameter estimation for rough differential equations (Q651024)
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scientific article; zbMATH DE number 5987684
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| English | Parameter estimation for rough differential equations |
scientific article; zbMATH DE number 5987684 |
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Parameter estimation for rough differential equations (English)
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8 December 2011
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rough paths
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diffusions
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fractional diffusions
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generalized moment matching
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0.7903341054916382
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0.7784968614578247
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0.7670755982398987
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0.7613171339035034
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