Parameter estimation of stochastic differential equation
Non-parametric modeling 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 with Bayesian approach is consid...
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| Format: | Journal |
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Sains Malaysiana, Penerbit Universiti Kebangsaan Malaysia
2012
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| Online Access: | http://www.myjurnal.my/public/article-view.php?id=67187 |