Maximum approximate likelihood estimation of general continuous-time state-space models

DOI10.1177/1471082X211065785MaRDI QIDQ6669950zbMATH OpenFDO

Authors Sina Mews, Roland Langrock, Marius Ötting, Houda Yaqine, Jost Reinecke

Publication date 22 January 2025

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082X211065785

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(1)

• A Statistical Approach to Latent Dynamic Modeling with Differential Equations

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