Parameter identification in linear stochastic differential equations

Jacek Dabrowski

Statistics & Probability Letters, 1989, vol. 7, issue 5, 391-394

Abstract: It is shown that, asymptotically, the behavior of a system of one-dimensional stochastic equations is the same whether one starts with a stationary solution or some initial state.

Keywords: stochastic; equations (search for similar items in EconPapers)
Date: 1989
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