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Parameter estimation for the Langevin equation with stationary-increment Gaussian noise

Sottinen, Tommi, Viitasaari, Lauri
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Language:
english
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1007/s11203-017-9156-6
Date:
January, 2017
File:
PDF, 652 KB
english, 2017
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