Recursive identification in continuous-time stochastic processes (Q1316601)
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scientific article; zbMATH DE number 519770
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| English | Recursive identification in continuous-time stochastic processes |
scientific article; zbMATH DE number 519770 |
Statements
Recursive identification in continuous-time stochastic processes (English)
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10 April 1994
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consistency
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asymptotic efficiency
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gradient algorithms
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recursive parameter estimation
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nonstationary processes
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divergent processes
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maximum lieklihood estimator
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diffusion processes
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MLE evolution equation
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generalized Itô differentiation rule
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algorithm
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Newton type algorithms
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first order approximations
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0.8277248740196228
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0.7959377765655518
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0.7941878437995911
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