Globally optimal parameter estimates for nonlinear diffusions (Q847635)
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scientific article
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| English | Globally optimal parameter estimates for nonlinear diffusions |
scientific article |
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Globally optimal parameter estimates for nonlinear diffusions (English)
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19 February 2010
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nonlinear diffusion
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maximum likelihood
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EM algorithm
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estimation
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global optimization
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0.8032369017601013
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0.7977839112281799
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0.7977510690689087
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