ML estimation of nonlinear stochastic differential equations : Fokker-Planck vs extended Kalman filter
Hermann Singer
| Year of publication: |
1996
|
|---|---|
| Authors: | Singer, Hermann |
| Institutions: | Universität Regensburg / Lehrstuhl für Statistik (contributor) |
| Publisher: |
Regensburg : Univ. Regensburg, Wirtschaftswiss. Fakultät, Lehrstuhl für Statistik |
| Subject: | Schätztheorie | Estimation theory | Chaostheorie | Chaos theory | Theorie | Theory |
| Extent: | 18 Bl. : graph. Darst |
|---|---|
| Series: | Regensburger Beiträge zur Statistik und Ökonometrie. - Regensburg : Univ., Lehrstuhl für Statistik, ZDB-ID 2288106-2. - Vol. 39 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | ML = Maximum Likelihood |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000953151