Parameter estimation for a type of nonlinear stochastic models observed with error (Q1623657)
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scientific article; zbMATH DE number 6984058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for a type of nonlinear stochastic models observed with error |
scientific article; zbMATH DE number 6984058 |
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Parameter estimation for a type of nonlinear stochastic models observed with error (English)
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23 November 2018
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stochastic differential equations
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multiplicative noise
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iterated extended Kalman filter
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Itô formula
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