Modified two-step method for stochastic differential equation's parameter estimation

Modified two-step method for stochastic differential equation's parameter estimation

A previous study introduced two-step method of Stochastic Differential Equations (SDEs) for estimating the parameters of SDEs models where the selection of optimal knot is required when regression spline is used in the first step of this method. However, the choice of optimal knot is considered only...

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书目详细资料
主要作者:	Md. Lazim, Nur Hashida
格式:	Thesis
语言:	English
出版:	2017
主题:	QA Mathematics
在线阅读:	http://eprints.utm.my/id/eprint/78371/1/NurHashidaMdMFS2017.pdf
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