Online Maximum-Likelihood Estimation of the Parameters of Partially Observed Diffusion Processes
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Publication:5223793
DOI10.1109/TAC.2018.2880404zbMath1482.93612arXiv1611.00170OpenAlexW2963469405WikidataQ128900852 ScholiaQ128900852MaRDI QIDQ5223793
Simone Carlo Surace, Jean-Pascal Pfister
Publication date: 18 July 2019
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.00170
Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Diffusion processes (60J60)
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