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Filtering the Maximum Likelihood for Multiscale Problems - MaRDI portal

Filtering the Maximum Likelihood for Multiscale Problems (Q5251773)

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scientific article; zbMATH DE number 6438158
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Filtering the Maximum Likelihood for Multiscale Problems
scientific article; zbMATH DE number 6438158

    Statements

    title
    Filtering the Maximum Likelihood for Multiscale Problems (English)
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    publication date
    21 May 2015
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    zbMATH Keywords
    ergodic filtering
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    fast mean reversion
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    homogenization
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    Zakai equation
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    maximum likelihood estimation
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    central limit theory
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    cites work
    Q5558293
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    Q4189539
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    Q5560061
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    Q3721531
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    Q3908216
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    Q4002114
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    Q5423895
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    Q3997285
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    Q3357994
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    Identifiers

    DOI
    10.1137/140952648
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    Mathematics Subject Classification ID
    93E10
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    93E11
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    93C70
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    76R50
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    93B60
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    zbMATH DE Number
    6438158
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    OpenAlex ID
    W3099492297
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    arXiv ID
    1305.1918
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