Parameter estimation in SDEs via the Fokker-Planck equation: likelihood function and adjoint based gradient computation (Q1650494)
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scientific article; zbMATH DE number 6898335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in SDEs via the Fokker-Planck equation: likelihood function and adjoint based gradient computation |
scientific article; zbMATH DE number 6898335 |
Statements
Parameter estimation in SDEs via the Fokker-Planck equation: likelihood function and adjoint based gradient computation (English)
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4 July 2018
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parameter identification
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stochastic differential equation
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state space model
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likelihood function
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adjoint method
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