A comparative study of maximum likelihood estimators for nonlinear dynamical system models
From MaRDI portal
Publication:4955067
DOI10.1080/002071798221731zbMath0938.93606OpenAlexW2042283719MaRDI QIDQ4955067
Publication date: 12 June 2000
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/002071798221731
Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)
Related Items (7)
Parameter estimation for a type of nonlinear stochastic models observed with error ⋮ Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise ⋮ A nonparametric method of estimating nonlinear dynamical system models ⋮ Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview ⋮ The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach ⋮ Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model ⋮ An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data
This page was built for publication: A comparative study of maximum likelihood estimators for nonlinear dynamical system models
