Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems (Q5940773)
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scientific article; zbMATH DE number 1634914
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| English | Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems |
scientific article; zbMATH DE number 1634914 |
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Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems (English)
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20 August 2001
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stochastic systems
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parameter estimation
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log-likelihood
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Newton-Raphson
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scoring
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Hessian
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Fisher information
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Kalman filter
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0.7931001782417297
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0.7834674119949341
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0.7802015542984009
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