Map estimation of diffusions -- an updated account (Q2722578)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Map estimation of diffusions -- an updated account |
scientific article; zbMATH DE number 1617859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Map estimation of diffusions -- an updated account |
scientific article; zbMATH DE number 1617859 |
Statements
12 July 2001
0 references
maximum likelihood estimation
0 references
Onsager-Muchlup functionals
0 references
maximum a-posteriori estimation
0 references
nonlinear filtering
0 references
0.88474035
0 references
0.8813307
0 references
0 references
0.87619925
0 references
0.8750903
0 references
0.87498766
0 references
Map estimation of diffusions -- an updated account (English)
0 references
The author investigates the maximum a-posteriori (MAP) estimation of diffusion processes as an alternative approach to the nonlinear filtering of diffusions [see also \textit{R. E. Mortenson}, J. Optim. Theory Appl. 2, 386-394 (1968; Zbl 0177.36004); \textit{O. Zeitouni} and \textit{A. Dembo}, Stochastics 20, 221-246 (1987; Zbl 0612.60041)].NEWLINENEWLINEFor the entire collection see [Zbl 0961.00036].
0 references
