Statistical inference for dynamical systems: a review
From MaRDI portal
Publication:895009
DOI10.1214/15-SS111zbMath1327.62458arXiv1204.6265OpenAlexW1808775778MaRDI QIDQ895009
Kevin McGoff, Sayan Mukherjee, Natesh S. Pillai
Publication date: 25 November 2015
Published in: Statistics Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.6265
Non-Markovian processes: estimation (62M09) Signal detection and filtering (aspects of stochastic processes) (60G35) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
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Uses Software
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