Parameter estimation for ergodic linear SDEs from partial and discrete observations (Q6166017)

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scientific article; zbMATH DE number 7707698
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Parameter estimation for ergodic linear SDEs from partial and discrete observations
scientific article; zbMATH DE number 7707698

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    Parameter estimation for ergodic linear SDEs from partial and discrete observations (English)
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    6 July 2023
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    partially observed linear model
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    state space model
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    hidden Ornstein Uhlenbeck model
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    Kalman-Bucy filter
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    quasi-likelihood analysis
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