Estimation of the parameters in stochastic differential equations (Q4338018)
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scientific article; zbMATH DE number 1014184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the parameters in stochastic differential equations |
scientific article; zbMATH DE number 1014184 |
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Estimation of the parameters in stochastic differential equations (English)
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16 March 1998
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identification of stochastic systems
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stochastic differential equations
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maximum-likelihood method
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