ESTIMATING THE PARAMETERS OF A DIFFERENTIAL PROCESS

被引：25

|

作者：

RUBIN, H

TUCKER, HG

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1959年 / 30卷 / 03期

关键词：

D O I：

10.1214/aoms/1177706195

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：641 / 658

页数：18

相关论文

共 50 条

[11] ASYMPTOTIC THEORY FOR ESTIMATING THE PARAMETERS OF A LEVY PROCESS
AKRITAS, MG
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1982, 34 (02) : 259 - 280
[12] Estimating parameters in differential equations with application to laser data
Timmer, J
Horbelt, W
Bünner, M
Meucci, R
Ciofini, M
[J]. STOCHASTIC AND CHAOTIC DYNAMICS IN THE LAKES, 2000, 502 : 617 - 623
[13] ESTIMATING NONSTATIONARY PARAMETERS OF DIFFERENTIAL EQUATIONS UNDER UNCERTAINTY
Nakonechnyi, O. G.
Shevchuk, Iu M.
Chikrii, V. K.
[J]. CYBERNETICS AND SYSTEMS ANALYSIS, 2018, 54 (04) : 610 - 623
[14] A differential evolution algorithm for estimating mobile channel parameters α - η - μ
Lemos, Carlos Paula
Paschoarelli Veiga, Antonio Claudio
Fasolo, Sandro Adriano
[J]. EXPERT SYSTEMS WITH APPLICATIONS, 2021, 168
[15] A Bayesian Method for Estimating Parameters in Stochastic Differential Equations
Karimi, Hadiseh
McAuley, Kimberley B.
[J]. IFAC PAPERSONLINE, 2015, 48 (08): : 147 - 152
[16] Estimating parameters of a k-factor GIGARCH process
Diongue, AK
Guégan, D
[J]. COMPTES RENDUS MATHEMATIQUE, 2004, 339 (06) : 435 - 440
[17] Estimating the parameters of the generalized Poisson AR(1) process
AlNachawati, H
Alwasel, I
Alzaid, AA
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1997, 56 (04) : 337 - 352
[18] Estimating the parameters of a nonhomogeneous Poisson process with linear rate
Massey, WA
Parker, GA
Whitt, W
[J]. TELECOMMUNICATION SYSTEMS, 1996, 5 (04) : 361 - 388
[19] Estimating the parameters of the binomial autoregressive process of order one
Alwasel, I
Alzaid, A
Al-Nachawati, H
[J]. APPLIED MATHEMATICS AND COMPUTATION, 1998, 95 (2-3) : 193 - 204
[20] Estimating the parameters of stochastic differential equations by Monte Carlo methods
Hurn, AS
Lindsay, KA
[J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 1997, 43 (3-6) : 495 - 501

← 1 2 3 4 5 →