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Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes |
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| Authors: | Abdelouahab Bibi |
| Affiliation: | Department of Mathematics, Larbi Ben M’hidi University, O.E.B, Algeria |
| Abstract: | |
| Keywords: | Diffusion processes Brownian motion Itô’s formula Yule-Walker estimates maximum likelihood estimates |