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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Kebangsaan Malaysia
2012
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| Online Access: | http://journalarticle.ukm.my/5683/ http://journalarticle.ukm.my/5683/ http://journalarticle.ukm.my/5683/1/19%2520Haliza%2520Abd%2520Rahman.pdf |