Parameter estimation for a type of nonlinear stochastic models observed with error (Q1623657)

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Parameter estimation for a type of nonlinear stochastic models observed with error
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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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