Parameter estimation of nonlinear stochastic differential equatios: simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Regensburg
Lehrstuhl für Statistik, Wirtschaftswiss. Fak., Univ.
1998
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| Schriftenreihe: | Regensburger Beiträge zur Statistik und Ökonometrie
41 |
| Beschreibung: | 18 Bl. graph. Darst. |
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| 245 | 1 | 0 | |a Parameter estimation of nonlinear stochastic differential equatios |b simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion |c Hermann Singer |
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| id | DE-604.BV012516120 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:28:56Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008496059 |
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| physical | 18 Bl. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Lehrstuhl für Statistik, Wirtschaftswiss. Fak., Univ. |
| record_format | marc |
| series | Regensburger Beiträge zur Statistik und Ökonometrie |
| series2 | Regensburger Beiträge zur Statistik und Ökonometrie |
| spelling | Singer, Hermann Verfasser (DE-588)107269813 aut Parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion Hermann Singer Regensburg Lehrstuhl für Statistik, Wirtschaftswiss. Fak., Univ. 1998 18 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Regensburger Beiträge zur Statistik und Ökonometrie 41 Regensburger Beiträge zur Statistik und Ökonometrie 41 (DE-604)BV006665537 41 |
| spellingShingle | Singer, Hermann Parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion Regensburger Beiträge zur Statistik und Ökonometrie |
| title | Parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion |
| title_auth | Parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion |
| title_exact_search | Parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion |
| title_full | Parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion Hermann Singer |
| title_fullStr | Parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion Hermann Singer |
| title_full_unstemmed | Parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion Hermann Singer |
| title_short | Parameter estimation of nonlinear stochastic differential equatios |
| title_sort | parameter estimation of nonlinear stochastic differential equatios simulated maximum likelihood vs extended kalman filter and ito taylor expansion |
| title_sub | simulated maximum likelihood vs. Extended kalman filter and Itô-Taylor expansion |
| volume_link | (DE-604)BV006665537 |
| work_keys_str_mv | AT singerhermann parameterestimationofnonlinearstochasticdifferentialequatiossimulatedmaximumlikelihoodvsextendedkalmanfilteranditotaylorexpansion |