Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance
We show that in the mixed model of the analysis of variance, there is a sequence of roots of the likelihood equations which is consistent, asymptotically normal, and efficient in the sense of ...
The field of asymptotic analysis serves as a cornerstone in understanding the behaviour of wave equations and their applications in hydrodynamics. This area of research focuses on developing ...
This is a preview. Log in through your library . Abstract Structural equation models are widely used in economic, social, and behavioral studies to analyze linear interrelationships among variables, ...
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