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Time varying parameter estimation scheme for a linear stochastic differential equation

Research output: Contribution to journalArticlepeer-review

Original languageAmerican English
JournalMathematics Faculty Research
StatePublished - Sep 1 2017

Keywords

  • stochastic
  • generalized method of moments
  • maximum likelihood
  • simulation
  • local lagged adapted

Disciplines

  • Dynamical Systems
  • Mathematics
  • Physical Sciences and Mathematics

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