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"Parameter least-squares estimation for time-inhomogeneous ..."

Getut Pramesti (2023)

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DOI: 10.1515/MCMA-2022-2127

access: open

type: Journal Article

metadata version: 2023-05-13

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Getut Pramesti:
Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process. Monte Carlo Methods Appl. 29(1): 1-32 (2023)

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