Application of Parameter Estimation for Diffusions and Mixture Models

Kim Nolsøe

TypePh.D. thesis [Academic thesis]
Year2007
PublisherInformatics and Mathematical Modelling, Technical University of Denmark, DTU
AddressRichard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby
SeriesIMM-PHD-2007-168
NoteThesis not yet published.
BibTeX data [bibtex]
IMM Group(s)Mathematical Statistics


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