Estimation of high dimensional, discretely observed diffusions using a strategy which yields a sparse representation of the drift term.
Package: | smd |
Type: | Package |
Version: | 0.2 |
Date: | 2011-03-01 |
License: | GPL (>= 2) |
LazyLoad: | yes |
Nina Munkholt nina.m@math.ku.dk,
Niels Richard Hansen Niels.R.Hansen@math.ku.dk
Maintainer: Nina Munkholt
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