Statistical Inference for Stochastic Processes · 2016 · 12 citations · 6 references
ComputingComputational EngineeringSystems EngineeringStochastic ModelingStochastic ProcessesTime Series AnalysisCurve FittingState EstimationTrajectory AnalysisTrajectory DynamicsTrajectory OptimizationTrajectory PredictionAdditive NoiseNoise EstimationParameter Estimation For Stochastic Differential EquationsTrack EstimationTrajectory EstimationTrajectory ReconstructionTrajectory Uncertainty Estimation
6
Likelihood inference for a discretely observed stable processde
Bo Markussen · Bernoulli · 2003 · 26 citations · Full text
Business, Economics, Mathematics +15