On parameter identification in stochastic differential equations by penalized maximum likelihood (Q2924857): Difference between revisions

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Latest revision as of 09:57, 19 April 2024

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On parameter identification in stochastic differential equations by penalized maximum likelihood
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    On parameter identification in stochastic differential equations by penalized maximum likelihood (English)
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    17 October 2014
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    stochastic differential equations
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    parameter identification
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    variational regularization
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    penalized maximum likelihood estimators
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    Monte-Carlo simulations
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