Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
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Publication:3842839
DOI10.1093/biomet/85.1.240zbMath0904.62098OpenAlexW2414084415MaRDI QIDQ3842839
Publication date: 26 January 1999
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/85.1.240
Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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