Asymptotic parameter estimation theory for stochastic differential equations. | Zendy

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Asymptotic parameter estimation theory for stochastic differential equations.

Author(s) -

Raphael Kasonga

Publication year - 2018

Language(s) - Uncategorized

Resource type - Dissertations/theses

DOI - 10.22215/etd/1987-01257

Subject(s) - mathematics , estimation , stochastic differential equation , asymptotic analysis , estimation theory , statistics , economics , management

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