Conditional Moment Generating Functions for Integrals and Stochastic Integrals (Q4443055)
From MaRDI portal
scientific article; zbMATH DE number 2024336
Language | Label | Description | Also known as |
---|---|---|---|
English | Conditional Moment Generating Functions for Integrals and Stochastic Integrals |
scientific article; zbMATH DE number 2024336 |
Statements
Conditional Moment Generating Functions for Integrals and Stochastic Integrals (English)
0 references
8 January 2004
0 references
moment generating functions
0 references
finite-dimensional filters
0 references
recursions
0 references
expectation-maximization
0 references
filtering
0 references
identification
0 references
stochastic partial differential equations
0 references
Wiener chaos expansions
0 references
maximum-likelihood estimates
0 references