Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes

DOI10.1016/j.matcom.2021.03.017OpenAlexW3136961168WikidataQ110649135 ScholiaQ110649135MaRDI QIDQ2664757

Li-Vang Lozada-Chang, Roberto Santana, J. C. Jimenez, Zochil González Arenas

Publication date: 18 November 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.02459

zbMATH Keywords

parameter estimationdiffusion processnumerical simulationsestimation of distribution algorithmsinnovation estimators

Mathematics Subject Classification ID

Numerical analysis (65-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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