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...

Full description

Saved in:
Bibliographic Details
Main Author: Md. Lazim, Nur Hashida
Format: Thesis
Language:English
Published: 2017
Subjects:
Online Access:http://eprints.utm.my/id/eprint/78371/1/NurHashidaMdMFS2017.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items