Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models (Q5005015)

From MaRDI portal
Revision as of 09:31, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7378169
Language Label Description Also known as
English
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
scientific article; zbMATH DE number 7378169

    Statements

    title
    Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models (English)
    0 references
    author
    Alexandros Beskos
    0 references
    Ajay Jasra
    0 references
    Nikolas Kantas
    0 references
    Hamza M. Ruzayqat
    0 references
    Dan Crisan
    0 references
    publication date
    4 August 2021
    0 references
    zbMATH Keywords
    score function
    0 references
    particle filter
    0 references
    diffusion bridges
    0 references
    parameter estimation
    0 references
    cites work
    Q3997575
    0 references
    Q3015758
    0 references
    Q3086327
    0 references
    References
    0 references
    Q3328419
    0 references
    Q3331110
    0 references
    Q4943608
    0 references

    Identifiers

    DOI
    10.1137/20M1362942
    0 references
    Mathematics Subject Classification ID
    65C05
    0 references
    65C35
    0 references
    60G35
    0 references
    60J60
    0 references
    60J65
    0 references
    60H10
    0 references
    60H35
    0 references
    91G60
    0 references
    zbMATH DE Number
    7378169
    0 references
    OpenAlex ID
    W3183403283
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5005015&oldid=37091833"
    Powered by MediaWiki