Research indexJournal article

Parameter estimation for multivariate diffusion systems

Varughese

Computational Statistics & Data Analysis16 Jul 2012Open access

DOI10.1016/j.csda.2012.07.010

Journal articleOpen access

Parameter estimation for multivariate diffusion systems

Varughese · Computational Statistics & Data Analysis · 2012

DOI10.1016/j.csda.2012.07.010

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Topics

Diffusion Cumulant Applied mathematics Mathematics Markov chain Monte Carlo Diffusion process Multivariate statistics Estimation theory

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