Parameter estimation in systems of diffe
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Bassan, Bruno ;Terzi, Silvia
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Article
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1996
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John Wiley and Sons
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English
β 504 KB
Consider a system of 11, x ti2 differential equations depending on a vector 8 of unknown parameters. We suggest an iterative estimation procedure for 8, based on a three-way array of observations. The method involves random time changes driven by multidimensional integrated Omstein-Uhlenbeck process