Stochastic Equations in the Problems of Semimartingale Parameter Estimation

被引：0

|

作者：

T. Toronjadze

机构：

来源：

Journal of Mathematical Sciences | 2004年 / 121卷 / 6期

关键词：

Parameter Estimation; Stochastic Equation;

D O I：

10.1023/B:JOTH.0000028706.94242.a6

中图分类号：

学科分类号：

摘要：

引用

收藏

页码：2709 / 2840

页数：131

相关论文

共 50 条

[21] Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations
Kobayashi, Kei
JOURNAL OF THEORETICAL PROBABILITY, 2011, 24 (03) : 789 - 820
[22] Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations
Kei Kobayashi
Journal of Theoretical Probability, 2011, 24 : 789 - 820
[23] Parameter Estimation for Stochastic Partial Differential Equations of Second Order
Janak, Josef
APPLIED MATHEMATICS AND OPTIMIZATION, 2020, 82 (01): : 353 - 397
[24] Parameter estimation in infinite-dimensional stochastic differential equations
Kim, YT
STATISTICS & PROBABILITY LETTERS, 1999, 45 (03) : 195 - 204
[25] Some estimation problems for stochastic partial differential equations
Ibragimov, IA
Khasminskii, RZ
DOKLADY AKADEMII NAUK, 1997, 353 (03) : 300 - 302
[26] Systematic physics constrained parameter estimation of stochastic differential equations
Peavoy, Daniel
Franzke, Christian L. E.
Roberts, Gareth O.
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2015, 83 : 182 - 199
[27] Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations
Han, Yuecai
Yin, Zhe
Zhang, Dingwen
SYMMETRY-BASEL, 2022, 14 (12):
[28] The "No Sampling Parameter Estimation (NSPE)" algorithm for stochastic differential equations
Yenkie, Kirti M.
Dituekar, Urmila
CHEMICAL ENGINEERING RESEARCH & DESIGN, 2018, 129 : 376 - 383
[29] Parameter estimation for stochastic equations with additive fractional Brownian sheet
Sottinen T.
Tudor C.A.
Statistical Inference for Stochastic Processes, 2008, 11 (3) : 221 - 236
[30] Parameter Estimation for Stochastic Partial Differential Equations of Second Order
Josef Janák
Applied Mathematics & Optimization, 2020, 82 : 353 - 397

← 1 2 3 4 5 →