State and Parameter Estimation from Observed Signal Increments
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Publication:6316178
DOI10.3390/E21050505arXiv1903.10717WikidataQ103833373 ScholiaQ103833373MaRDI QIDQ6316178
Paul. J. Rozdeba, Nikolas Nüsken, Sebastian Reich
Publication date: 26 March 2019
Inference from stochastic processes and prediction (62M20) Numerical smoothing, curve fitting (65D10) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Optimal stochastic control (93E20) Stochastic particle methods (65C35)
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