A genetic estimation algorithm for parameters of stochastic ordinary differential equations
DOI10.1016/J.CSDA.2003.11.025zbMATH Open1429.62362OpenAlexW2042356867MaRDI QIDQ957005FDOQ957005
Authors: Jamie Alcock, Kevin Burrage 
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2003.11.025
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Cited In (7)
- A genetic algorithm estimation of the term structure of interest rates
- Novel techniques in parameter estimation for fractional dynamical models arising from biological systems
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
- Applications of optimization heuristics to estimation and modelling problems
- Annealing evolutionary stochastic approximation Monte Carlo for global optimization
- Annealing evolutionary stochastic approximation Monte Carlo for global optimization
- Parameter analysis based on stochastic model for differential evolution algorithm
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