Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925)
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scientific article
| Language | Label | Description | Also known as |
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| English | Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering |
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Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (English)
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18 February 2015
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Hamiltonian Monte Carlo
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stochastic differential equation
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parameter estimation
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Markov chain Monte Carlo
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Kalman filter
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matrix fraction decomposition
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