On parameter identification in stochastic differential equations by penalized maximum likelihood (Q2924857): Difference between revisions
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Revision as of 09:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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