Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:06, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering |
scientific article |
Statements
Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (English)
0 references
18 February 2015
0 references
Hamiltonian Monte Carlo
0 references
stochastic differential equation
0 references
parameter estimation
0 references
Markov chain Monte Carlo
0 references
Kalman filter
0 references
matrix fraction decomposition
0 references
