Recursive parameter estimation in the trend coefficient of a diffusion process (Q3068155)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive parameter estimation in the trend coefficient of a diffusion process |
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Recursive parameter estimation in the trend coefficient of a diffusion process (English)
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13 January 2011
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diffusion
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recursive parameter estimation
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stochastic approximation
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Robbins-Monro type SDE
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