Using Monte Carlo Particle Methods to Estimate and Quantify Uncertainty in Periodic Parameters (Research)
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Publication:5118673
DOI10.1007/978-3-030-42687-3_14zbMath1440.93243MaRDI QIDQ5118673
Publication date: 26 August 2020
Published in: Advances in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-42687-3_14
62M20: Inference from stochastic processes and prediction
62F15: Bayesian inference
93E11: Filtering in stochastic control theory
65C05: Monte Carlo methods
93E10: Estimation and detection in stochastic control theory
Uses Software