Parameter estimation using polynomial chaos and maximum likelihood
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Publication:4979576
DOI10.1080/00207160.2013.809069zbMath1291.62063OpenAlexW2060215689MaRDI QIDQ4979576
Dan Stanescu, Benito M. Chen-Charpentier
Publication date: 23 June 2014
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2013.809069
Bayesian inference (62F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Population dynamics (general) (92D25) Random operators and equations (aspects of stochastic analysis) (60H25)
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- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
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