Estimation of the parameters in stochastic differential equations (Q4338018)
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scientific article; zbMATH DE number 1014184
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| default for all languages | No label defined |
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| English | Estimation of the parameters in stochastic differential equations |
scientific article; zbMATH DE number 1014184 |
Statements
Estimation of the parameters in stochastic differential equations (English)
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16 March 1998
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identification of stochastic systems
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stochastic differential equations
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maximum-likelihood method
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0.9935405
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0.99188745
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0.98588955
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0.97234315
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0.9701055
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0.96477324
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0.9641589
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