Parameter estimation in systems of differential equations, based on three-way data arrays and random time changes

DOI<63::AID-ASM277>3.0.CO;2-F 10.1002/(SICI)1099-0747(199606)12:2<63::AID-ASM277>3.0.CO;2-FzbMath0924.62056OpenAlexW2073901772MaRDI QIDQ4258926

Silvia Terzi, Bruno Bassan

Publication date: 15 September 1999

Full work available at URL: https://doi.org/10.1002/(sici)1099-0747(199606)12:2<63::aid-asm277>3.0.co;2-f

zbMATH Keywords

maximum likelihood estimationOrnstein-Uhlenbeck processesrandom time changesestimation of differential equations parameters

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

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