MLE for partially observed diffusions: Direct maximization vs. the EM algorithm (Q921782)
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: MLE for partially observed diffusions: Direct maximization vs. the EM algorithm |
scientific article; zbMATH DE number 4166404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MLE for partially observed diffusions: Direct maximization vs. the EM algorithm |
scientific article; zbMATH DE number 4166404 |
Statements
MLE for partially observed diffusions: Direct maximization vs. the EM algorithm (English)
0 references
1989
0 references
maximum likelihood
0 references
Skorokhod integral
0 references
algorithms
0 references
partially observed diffusion processes
0 references
EM algorithm
0 references
iterative algorithm
0 references
nonlinear smoothing
0 references
nonlinear filtering
0 references
conditional expectations
0 references
Time discretization schemes
0 references
stochastic PDE's
0 references
discrete time case
0 references
hidden Markov model
0 references
Numerical results
0 references
direct maximization
0 references
0 references
0 references
