Parameter estimation for a type of nonlinear stochastic models observed with error (Q1623657)
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scientific article; zbMATH DE number 6984058
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| English | Parameter estimation for a type of nonlinear stochastic models observed with error |
scientific article; zbMATH DE number 6984058 |
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Parameter estimation for a type of nonlinear stochastic models observed with error (English)
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23 November 2018
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stochastic differential equations
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multiplicative noise
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iterated extended Kalman filter
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Itô formula
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0.7815459370613098
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0.7735928297042847
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0.7656725645065308
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0.763012707233429
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0.7625850439071655
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