Estimation of Continuous-time Stochastic System Parameters
Erik Larsson, Magnus Mossberg, Torsten Söderström
Advances in industrial control, pp. 31–66 (2008)
10.1007/978-1-84800-161-9_2
Abstract
Topics
Field: Decision Sciences · Subfield: Statistics, Probability and Uncertainty
Keywords
Stochastic volatility,Stochastic differential equation,Identification (biology),Stochastic modelling,Population,Mathematical model,Econometrics,Computer science,Volatility (finance),Mathematics
Citations by Year
| 2025 | 2023 | 2022 | 2021 | 2020 | 2019 | 2017 | 2015 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|
| 2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
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