An improved two-step method in stochastic differential equation's structural parameter estimation
Non-parametric modelling is a method which relies heavily on data and motivated by the smoothness properties in estimating a function which involves spline and non-spline approaches. Spline approach consists of regression spline and smoothing spline. Regression spline characterised by the truncated...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/38022/1/HalizaAbdRahmanPFS2013.pdf |
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