Please use this identifier to cite or link to this item:
http://dspace.univ-temouchent.edu.dz/handle/123456789/4434
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Mahdjoub, Abir | - |
dc.contributor.author | Balaska, Lamia | - |
dc.date.accessioned | 2024-07-02T10:30:05Z | - |
dc.date.available | 2024-07-02T10:30:05Z | - |
dc.date.issued | 2024 | - |
dc.identifier.uri | http://dspace.univ-temouchent.edu.dz/handle/123456789/4434 | - |
dc.description.abstract | In this memoir, we studied parametric estimation in stochastic differential equations (SDE). After introducing the fundamental concepts, we examined the construction and asymptotic roperties of the maximum likelihood estimator. This theory was applied to the Ornstein-Uhlenbeck process, where we verified the regularity conditions and performed numerical simulations to illustrate the theoretical study. | en_US |
dc.language.iso | fr | en_US |
dc.title | Estimation Paramétrique dans un Contexte de Petite Diffusion Linéaire | en_US |
dc.type | Thesis | en_US |
Appears in Collections: | Mathématique |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Mémoire Master -PSA-Melle Mahdjoub - abir mahdjoub.pdf | 1,4 MB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.