Time Varying Parameter Estimation Scheme for a Linear Stochastic Differential Equation

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Journal	International Journal of Statistics and Probability
DOIs	https://doi.org/10.5539/ijsp.v6n5p84
State	Published - Aug 11 2017

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title = "Time Varying Parameter Estimation Scheme for a Linear Stochastic Differential Equation",

author = "Otunuga, {Olusegun Michael}",

year = "2017",

month = aug,

day = "11",

doi = "10.5539/ijsp.v6n5p84",

language = "English (US)",

journal = "International Journal of Statistics and Probability",

}

TY - JOUR

T1 - Time Varying Parameter Estimation Scheme for a Linear Stochastic Differential Equation

AU - Otunuga, Olusegun Michael

PY - 2017/8/11

Y1 - 2017/8/11

UR - https://doi.org/10.5539/ijsp.v6n5p84

U2 - 10.5539/ijsp.v6n5p84

DO - 10.5539/ijsp.v6n5p84

M3 - Article

JO - International Journal of Statistics and Probability

JF - International Journal of Statistics and Probability

ER -