The Role of the Likelihood Function in the Estimation of Chaos Models

DOI10.1111/1467-9892.00189zbMath0974.62084OpenAlexW2078387638MaRDI QIDQ2744939

J. C. Jimenez, Tohru Ozaki, V. Haggan-Ozaki

Publication date: 9 October 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00189

zbMATH Keywords

likelihood functionsnonlinear Kalman filterschaos modelslocal linearization filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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