Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.na.2005.02.095
+Normal rank
@@ Property / OpenAlex ID @@
+W2164459114
@@ Property / OpenAlex ID: W2164459114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5600232
@@ Property / cites work: Q5600232 / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluation of the Confidence Limits for the “Decay” Parameter of a Complex Stationary Gaussian Markov Process
+Normal rank
@@ Property / cites work @@
+Q5509397
@@ Property / cites work: Q5509397 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4293547
@@ Property / cites work: Q4293547 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear filtering of Markov diffusion processes
@@ Property / cites work: Nonlinear filtering of Markov diffusion processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4148534
@@ Property / cites work: Q4148534 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5647770
@@ Property / cites work: Q5647770 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4693134
@@ Property / cites work: Q4693134 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4223074
@@ Property / cites work: Q4223074 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of discrete-time stochastic systems
+Normal rank
@@ Property / cites work @@
+A scalarization technique for computing the power and exponential moments of Gaussian random matrices
+Normal rank
@@ Property / cites work @@
+Q5428544
@@ Property / cites work: Q5428544 / rank @@
+Normal rank