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: | Abd. Rahman, Haliza |
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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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