Using discrete-time techniques to test continuous-time models for nonlinearity in drift.

R. Becker A. S. Hurn

Published in: Math. Comput. Simul. (2004)

Keyphrases

markov processes
markov chain
parameter estimation
state space
model selection
stochastic processes
statistical tests
statistical models
probabilistic model
data sets
database
bit rate
statistical model
control system
classification models
prior knowledge
multi agent