Simulation and inference for stochastic differential equations. With R examples.
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Publication:2465367
zbMath1210.62112MaRDI QIDQ2465367
Publication date: 3 January 2008
Published in: Springer Series in Statistics (Search for Journal in Brave)
Markov processes: estimation; hidden Markov models (62M05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99)
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