Estimation of the parameters in stochastic differential equations (Q4338018)

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scientific article; zbMATH DE number 1014184
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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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