Filtering the Maximum Likelihood for Multiscale Problems (Q5251773)
From MaRDI portal
scientific article; zbMATH DE number 6438158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering the Maximum Likelihood for Multiscale Problems |
scientific article; zbMATH DE number 6438158 |
Statements
Filtering the Maximum Likelihood for Multiscale Problems (English)
0 references
21 May 2015
0 references
ergodic filtering
0 references
fast mean reversion
0 references
homogenization
0 references
Zakai equation
0 references
maximum likelihood estimation
0 references
central limit theory
0 references
0 references
0 references
