Comparative study of estimation methods for continuous time stochastic processes (Q4367890)
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scientific article; zbMATH DE number 1093211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparative study of estimation methods for continuous time stochastic processes |
scientific article; zbMATH DE number 1093211 |
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Comparative study of estimation methods for continuous time stochastic processes (English)
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2 December 1997
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stochastic differential equation
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discretization
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maximum likelihood estimation
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generalized method of moments
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