Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
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Publication:2095763
DOI10.1007/s00180-022-01212-9zbMath1505.62107arXiv2108.05775OpenAlexW3190881592WikidataQ115389074 ScholiaQ115389074MaRDI QIDQ2095763
Quentin Clairon, Adeline Samson
Publication date: 15 November 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.05775
Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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