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SIAM Journal on Numerical Analysis, Vol. 27, No. 3 (Jun., 1990), pp. 704-735 (32 pages) Ordinary differential equations can be recast into a nonlinear canonical form called an S-system. Evidence for ...
This article compares several estimation methods for nonlinear stochastic differential equations with discrete time measurements. The likelihood function is computed by Monte Carlo simulations of the ...
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