Filtering the Maximum Likelihood for Multiscale Problems (Q5251773)
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scientific article; zbMATH DE number 6438158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering the Maximum Likelihood for Multiscale Problems |
scientific article; zbMATH DE number 6438158 |
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Filtering the Maximum Likelihood for Multiscale Problems (English)
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21 May 2015
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ergodic filtering
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fast mean reversion
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homogenization
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Zakai equation
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maximum likelihood estimation
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central limit theory
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