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Parameter Estimation  XML
Forum Index » Software Estimation
Author Message
moeaziz



Joined: 18/11/2014 21:58:46
Messages: 1
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Hello,

I am trying to estimate the parameter 'a' and 'b' in this continuous pde where x is known for all time.

dx=-a(x+b)dt + dW

where W is a brownian motion with zero mean and known variance.

 
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