Essays about: "Lacus"
Found 1 essay containing the word Lacus.
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1. Change Point Estimation for Stochastic Differential Equations
University essay from Matematiska och systemtekniska institutionenAbstract : A stochastic differential equationdriven by a Brownian motion where the dispersion is determined by a parameter is considered. The parameter undergoes a change at a certain time point. Estimates of the time change point and the parameter, before and after that time, is considered.The estimates were presented in Lacus 2008. READ MORE
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