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Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations - MaRDI portal

Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations (Q3842839)

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Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
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    Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations (English)
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    26 January 1999
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    discretisation
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    local linearisation method
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    maximum likelihood estimation
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