Statistical Inference for Stochastic Processes · 2014 · 65 citations · 20 references
EngineeringComputational EngineeringStochastic ModelingStochastic ProcessesDiffusion ProcessesParameter EstimationState EstimationState-space ModelsStochastic CalculusStochastic Differential EquationsNumerical Methods For Stochastic Differential EquationsParameter Estimation For Stochastic Differential EquationsSampling SchemesStochastic Parameter Estimation
20
R: A Language and Environment for Statistical Computing
R Core Team · 2000 · 353K citations · Full text
Natural Sciences, Computer Science, Statistical Computing +10
Monte Carlo Statistical Methods
Hoon Kim, Christian P. Robert, George Casella · Technometrics · 2000 · 5.6K citations
On covariance estimation of non-synchronously observed diffusion processes
Takaki Hayashi, Nakahiro Yoshida · Bernoulli · 2005 · 425 citations · Full text