An improved two-step method in stochastic differential equation's structural parameter estimation

Non-parametric modelling is a method which relies heavily on data and motivated by the smoothness properties in estimating a function which involves spline and non-spline approaches. Spline approach consists of regression spline and smoothing spline. Regression spline characterised by the truncated...

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Bibliographic Details
Main Author: Abd. Rahman, Haliza (Author)
Format: Thesis
Published: 2013-05.
Subjects:
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