共 50 条
- [22] Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations Computational Statistics, 2022, 37 : 2471 - 2491
- [28] Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2013, 17 (04): : 421 - 438
- [29] Parameter estimation for partially observed stochastic differential equations driven by fractional Brownian motion AIMS MATHEMATICS, 2022, 7 (07): : 12952 - 12961
- [30] ESTIMATION IN THE PARTIALLY OBSERVED STOCHASTIC MORRIS-LECAR NEURONAL MODEL WITH PARTICLE FILTER AND STOCHASTIC APPROXIMATION METHODS ANNALS OF APPLIED STATISTICS, 2014, 8 (02): : 674 - 702