Parameter Estimation in Stochastic Differential Equations

By Gerhard-Wilhelm Weber, Pakize Taylan, Zafer-Korcan Görgülü, H. A. Rahman, Arifah Bahar. 2011

188 citations recorded by the source corpus.

Subfields: Finance, Numerical Analysis, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a24de4eb0342d4159557647679bab99d66b63593

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Adrian Sandu
2. Corina Sandu

In Numerical Analysis

1. Adrian Sandu

In Statistics and Probability

1. Adrian Sandu
2. Emmanuel D. Blanchard
3. Corina Sandu

Citations in the corpus

• Stochastic Gradient Descent in Continuous Time (2016, unknown): “Readers are referred to [10, 17, 26] for thorough reviews of classical statistical inference methods for stochastic differential equations.”
• A Polynomial Chaos-Based Kalman Filter Approach for Parameter Estimation of Mechanical Systems (2010, background): “The theoretical foundations of parameter estimation can be found in [3-5].”