Modification of two-step method in estimating the parameters of stochastic differential equation models
Two-step method is introduced as an alternative method to classical methods in estimating the drift and diffusion parameters of the Stochastic Differential Equations (SDEs) models. Previous studies indicated that this method provides high percentage of accuracy of the estimated diffusion parameter o...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Published: |
American Institute of Physics Inc.
2016
|
| Subjects: | |
| Online Access: | http://eprints.utm.my/73199/ http://eprints.utm.my/73199/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!