Parameter estimation by contrast minimization for noisy observations of a diffusion process (Q2934864)
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scientific article; zbMATH DE number 6382096
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| English | Parameter estimation by contrast minimization for noisy observations of a diffusion process |
scientific article; zbMATH DE number 6382096 |
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Parameter estimation by contrast minimization for noisy observations of a diffusion process (English)
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22 December 2014
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contrast function
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diffusion process
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hidden Markov models
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parametric inference
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discrete time noisy observations
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0.8757758140563965
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0.8585118055343628
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0.857277512550354
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0.8564362525939941
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