✦ LIBER ✦

Estimating the parameters of stochastic differential equations

✍ Scribed by A.S. Hurn; K.A. Lindsay

Book ID: 108453799
Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 123 KB
Volume: 48
Category: Article
ISSN: 0378-4754
DOI: 10.1016/s0378-4754(99)00017-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the efficacy of simulated maximum lik

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations

✍ A. S. Hurn; K. A. Lindsay; V. L. Martin 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 213 KB

On the estimation of parameters for line

On the estimation of parameters for linear stochastic differential equations

✍ R. Khasminskii; N. Krylov; N. Moshchuk 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 187 KB

Order reduction for a system of stochast

Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence

✍ B. V. Bondarev; E. E. Kovtun 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 207 KB

Robust Parameter Estimation for Stochast

Robust Parameter Estimation for Stochastic Differential Equations

✍ Thomas Deck; Thomas Gorm Theting 📂 Article 📅 2004 🏛 Springer Netherlands 🌐 English ⚖ 594 KB

Estimation of parameters of one stochast

Estimation of parameters of one stochastic differential equation

✍ I. D. Cherkasov 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 417 KB

Parameter estimation in infinite-dimensi

Parameter estimation in infinite-dimensional stochastic differential equations

✍ Yoon Tae Kim 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 113 KB

When the observation process can be written as a Banach space-valued semimartingale form, we consider the statistical estimation of parameters occurring in it.