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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主要作者: | Md. Lazim, Nur Hashida |
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格式: | Thesis |
語言: | English |
出版: |
2017
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主題: | |
在線閱讀: | http://eprints.utm.my/id/eprint/78371/1/NurHashidaMdMFS2017.pdf |
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