On parameter identification in stochastic differential equations by penalized maximum likelihood

ISSN： 0266-5611

Source： Inverse Problems, Vol.30, Iss.9, 2014-09, pp. : 95001-95020

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Monitoring the covariance matrix via penalized likelihood estimation

By Li Bo

IIE Transactions, Vol. 45, Iss. 2, 2013-02 ,pp. : 132-146

Taylor & Francis Ltd

Access to resources Recommend Favorite

Identification of non-linear stochastic systems by state dependent parameter estimation

By Young Peter C. McKenna Paul Bruun John

International Journal of Control, Vol. 74, Iss. 18, 2001-12 ,pp. : 1837-1857

Taylor & Francis Ltd

Access to resources Recommend Favorite

Parameter identification in Helmholtz-type equations with a variable coefficient using a regularized DRBEM

By Marin L. Elliott L. Heggs P. J. Ingham D. B. Lesnic D. Wen X.

Inverse Problems in Science and Engineering, Vol. 14, Iss. 8, 2006-12 ,pp. : 837-858

Taylor & Francis Ltd

Access to resources Recommend Favorite

The estimation of parameters for stochastic differential equations using neural networks

By Xie Z. Kulasiri D. Samarasinghe S. Rajanayaka C.

Inverse Problems in Science and Engineering, Vol. 15, Iss. 6, 2007-01 ,pp. : 629-641

Taylor & Francis Ltd

Access to resources Recommend Favorite

A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching

By Song Yinfang Yin Quan Shen Yi

International Journal of Systems Science, Vol. 46, Iss. 8, 2015-06 ,pp. : 1401-1410

Taylor & Francis Ltd

Access to resources Recommend Favorite