Robust parameter estimation for stochastic differential equations
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Publication:1774563
DOI10.1007/s10440-004-5284-2zbMath1062.62156OpenAlexW2157413585MaRDI QIDQ1774563
Thomas Gorm Theting, Thomas Deck
Publication date: 17 May 2005
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-004-5284-2
Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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