Hypoelliptic Diffusions: Filtering and Inference from Complete and Partial Observations (Q5234405)
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scientific article; zbMATH DE number 7110526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypoelliptic Diffusions: Filtering and Inference from Complete and Partial Observations |
scientific article; zbMATH DE number 7110526 |
Statements
Hypoelliptic Diffusions: Filtering and Inference from Complete and Partial Observations (English)
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26 September 2019
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approximate maximum likelihood
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hypoelliptic diffusion
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1.5 strong order discretization scheme
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parameter estimation
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particle filter
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stochastic approximation expectation-maximization algorithm
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