Parameter inference for stochastic differential equations with density tracking by quadrature (Q1793903)

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scientific article; zbMATH DE number 6953874
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English
Parameter inference for stochastic differential equations with density tracking by quadrature
scientific article; zbMATH DE number 6953874

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    Parameter inference for stochastic differential equations with density tracking by quadrature (English)
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    12 October 2018
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    stochastic differential equations
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    parameter inference
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    maximum likelihood estimation
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