Open AccessModification of two-step method in estimating the parameters of stochastic differential equation models
Author(s) -
Nur Hashida Md. Lazim,
Haliza Abd. Rahman,
Arifah Bahar
Publication year - 2016
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4954610
Subject(s) - estimator , bandwidth (computing) , kernel regression , mathematics , spline (mechanical) , mean squared error , kernel (algebra) , stochastic differential equation , estimation theory , mathematical optimization , statistics , computer science , combinatorics , computer network , structural engineering , engineering
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom