scientific article; zbMATH DE number 775841
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Publication:4839955
zbMath0820.62075MaRDI QIDQ4839955
Publication date: 19 September 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimationdiffusion processexponential familyPearson systemnonlinear time series modelslocal linearizationnon-Gaussian time seriestime discretization methodidentification procedurenonlinear stochastic dynamical systemsamplitude-dependent AR modelexponential AR model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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