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Property / author: Konstantinos V. Spiliopoulos / rank
 
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Latest revision as of 03:27, 10 July 2024

scientific article; zbMATH DE number 6438158
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English
Filtering the Maximum Likelihood for Multiscale Problems
scientific article; zbMATH DE number 6438158

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    Filtering the Maximum Likelihood for Multiscale Problems (English)
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    21 May 2015
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    ergodic filtering
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    fast mean reversion
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    homogenization
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    Zakai equation
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    maximum likelihood estimation
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    central limit theory
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