Hypoelliptic Diffusions: Filtering and Inference from Complete and Partial Observations (Q5234405)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hypoelliptic Diffusions: Filtering and Inference from Complete and Partial Observations |
scientific article; zbMATH DE number 7110526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypoelliptic Diffusions: Filtering and Inference from Complete and Partial Observations |
scientific article; zbMATH DE number 7110526 |
Statements
Hypoelliptic Diffusions: Filtering and Inference from Complete and Partial Observations (English)
0 references
26 September 2019
0 references
approximate maximum likelihood
0 references
hypoelliptic diffusion
0 references
1.5 strong order discretization scheme
0 references
parameter estimation
0 references
particle filter
0 references
stochastic approximation expectation-maximization algorithm
0 references
