Parameter estimation for multivariate diffusion systems (Q2359498)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter estimation for multivariate diffusion systems |
scientific article |
Statements
Parameter estimation for multivariate diffusion systems (English)
0 references
29 June 2017
0 references
diffusion process
0 references
Fokker-Planck equation
0 references
cumulant truncation procedure
0 references
saddlepoint approximation
0 references
Markov chain Monte Carlo
0 references
0 references
0 references
0 references