Maximum likelihood estimation of drift and diffusion functions (Q715882): Difference between revisions

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-.1016/j.physleta.2007.03.082
@@ Property / DOI: 10.1016/j.physleta.2007.03.082 / rank @@
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+Q3893028
@@ Property / cites work: Q3893028 / rank @@
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@@ Property / cites work @@
+The Fokker-Planck equation. Methods of solution and applications.
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@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and natural sciences.
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+Analysis of data sets of stochastic systems
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+Reconstruction of dynamical equations for traffic flow
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+An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
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+Self-Organization and Information
@@ Property / cites work: Self-Organization and Information / rank @@
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@@ Property / cites work @@
+Q5529067
@@ Property / cites work: Q5529067 / rank @@
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@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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@@ Property / cites work @@
+A new technique for simulating the likelihood of stochastic differential equations
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+On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
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+Q3717970
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+Q5289009
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+Q126266580
@@ Property / Wikidata QID: Q126266580 / rank @@
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@@ Property / DOI @@
+.1016/J.PHYSLETA.2007.03.082
@@ Property / DOI: 10.1016/J.PHYSLETA.2007.03.082 / rank @@
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