A nonparametric method of estimating nonlinear dynamical system models

DOI10.1016/S0375-9601(00)00700-3zbMath1274.93257WikidataQ127872541 ScholiaQ127872541MaRDI QIDQ2644128

Isao Shoji

Publication date: 7 September 2007

Published in: Physics Letters. A (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationdiscrete observationnonparametric methodnonlinear dynamical system model

Mathematics Subject Classification ID

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Cites Work

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• Analysis of data sets of stochastic systems
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• Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
• A comparative study of maximum likelihood estimators for nonlinear dynamical system models

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