Parameter estimation for ergodic linear SDEs from partial and discrete observations (Q6166017)
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scientific article; zbMATH DE number 7707698
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| English | Parameter estimation for ergodic linear SDEs from partial and discrete observations |
scientific article; zbMATH DE number 7707698 |
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Parameter estimation for ergodic linear SDEs from partial and discrete observations (English)
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6 July 2023
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partially observed linear model
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state space model
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hidden Ornstein Uhlenbeck model
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Kalman-Bucy filter
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quasi-likelihood analysis
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0.93058115
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0.9301219
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0.92300403
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0.9215838
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0.9186244
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0.91687155
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