Stručni rad
Parameter estimation of diffusion models from discrete observations
M. Huzak
Sažetak
A short review of diffusion parameter estimations methods from
discrete observations is presented. The applicability of a new estimation method on inferences about a diffusion growth model is discussed.
Ključne riječi
diffusion process; stochastic differential equation; discrete observations; paremater estimation; diffusion growth model
Hrčak ID:
1772
URI
Datum izdavanja:
20.12.1998.
Posjeta: 2.430 *