Unbiased parameter estimation for partially observed diffusions
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Publication:6622708
DOI10.1137/23M160298XMaRDI QIDQ6622708
Hamza M. Ruzayqat, Ajay Jasra, Elsiddig Awadelkarim
Publication date: 22 October 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Computational methods in Markov chains (60J22) Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)
Cites Work
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- A Stochastic Approximation Method
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- On the stability of positive semigroups
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