Parameter estimation of stochastic differential equation

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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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Bibliographic Details
Main Authors:	Haliza Abd. Rahman, Arifah Bahar, Norhayati Rosli, Madihah Md. Salleh
Format:	Article
Language:	English
Published:	Universiti Kebangsaan Malaysia 2012
Online Access:	http://journalarticle.ukm.my/5683/ http://journalarticle.ukm.my/5683/1/19%2520Haliza%2520Abd%2520Rahman.pdf

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