Conditional Moment Generating Functions for Integrals and Stochastic Integrals (Q4443055)
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scientific article; zbMATH DE number 2024336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Moment Generating Functions for Integrals and Stochastic Integrals |
scientific article; zbMATH DE number 2024336 |
Statements
Conditional Moment Generating Functions for Integrals and Stochastic Integrals (English)
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8 January 2004
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moment generating functions
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finite-dimensional filters
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recursions
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expectation-maximization
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filtering
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identification
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stochastic partial differential equations
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Wiener chaos expansions
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maximum-likelihood estimates
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