Parameter estimation for a type of nonlinear stochastic models observed with error
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Publication:1623657
DOI10.1016/J.CSDA.2014.05.013zbMath1506.62074OpenAlexW1971754172MaRDI QIDQ1623657
Wei Gu, Hulin Wu, Hongyu Miao, Hongqi Xue
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.05.013
Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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