SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kiel W 1190 (93) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman
AbstractLinear unbiased full-order state estimation problem for discrete-time models with stochastic...
This article revisits a sequential approach to the estimation of the parameter in a p-order autoregr...
Linear unbiased full-order state estimation problem for discrete-time models with stochastic paramet...
Let (X(t), t ≥ −1) and (Y (t), t ≥ 0) be stochastic processes satisfying dX(t) = aX(t)dt + bX(t − 1)...
Let (X(t), t ≥ −1) and (Y (t), t ≥ 0) be stochastic processes satisfying dX(t) = aX(t)dt+ bX(t − 1)...
To appear in Proceedings BiBoS IIISIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / ...
In this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay ...
SIGLETIB: RN 4020 (704) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
This paper presents the joint state filtering and parameter estimation problem for linear stochastic...
This paper presents the joint state filtering and parameter estimation problem for linear stochastic...
This item was digitized from a paper original and/or a microfilm copy. If you need higher-resolution...
In this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay ...
Abstract. For stationary solutions of the affine stochastic delay dif-ferential equation dX(t) = γ0X...
Parameter estimation in stochastic differential equations and stochastic partial differential equati...
In the Thesis the problem of estimating an unknown parameter in a stochastic dif- ferential equation...
AbstractLinear unbiased full-order state estimation problem for discrete-time models with stochastic...
This article revisits a sequential approach to the estimation of the parameter in a p-order autoregr...
Linear unbiased full-order state estimation problem for discrete-time models with stochastic paramet...
Let (X(t), t ≥ −1) and (Y (t), t ≥ 0) be stochastic processes satisfying dX(t) = aX(t)dt + bX(t − 1)...
Let (X(t), t ≥ −1) and (Y (t), t ≥ 0) be stochastic processes satisfying dX(t) = aX(t)dt+ bX(t − 1)...
To appear in Proceedings BiBoS IIISIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / ...
In this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay ...
SIGLETIB: RN 4020 (704) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...
This paper presents the joint state filtering and parameter estimation problem for linear stochastic...
This paper presents the joint state filtering and parameter estimation problem for linear stochastic...
This item was digitized from a paper original and/or a microfilm copy. If you need higher-resolution...
In this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay ...
Abstract. For stationary solutions of the affine stochastic delay dif-ferential equation dX(t) = γ0X...
Parameter estimation in stochastic differential equations and stochastic partial differential equati...
In the Thesis the problem of estimating an unknown parameter in a stochastic dif- ferential equation...
AbstractLinear unbiased full-order state estimation problem for discrete-time models with stochastic...
This article revisits a sequential approach to the estimation of the parameter in a p-order autoregr...
Linear unbiased full-order state estimation problem for discrete-time models with stochastic paramet...
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