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Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models

✍ Scribed by Bevan Thompson; Igor Vladimirov

Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 175 KB
Volume: 63
Category: Article
ISSN: 0362-546X
DOI: 10.1016/j.na.2005.02.095

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