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Second Order Approximate Maximum Likelihood Estimation for Diffusions with Random Effect |
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PP: 13-19 |
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doi:10.18576/jsapl/110102
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Author(s) |
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Jaya P. N. Bishwal,
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Abstract |
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| We estimate the parameters in the stochastic differential equation with the presence of random effect by second order approximate maximum likelihood estimation method using Fisk-Stratonovich type approximation of the stochastic integral.
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