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Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes - MaRDI portal

Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes (Q4258926)

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scientific article; zbMATH DE number 1337310
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English
Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes
scientific article; zbMATH DE number 1337310

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    15 September 1999
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    maximum likelihood estimation
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    Ornstein-Uhlenbeck processes
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    random time changes
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    estimation of differential equations parameters
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    Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes (English)
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