Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm-Reference-Cited by-同舟云学术

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Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm

Published:1986-10 Issue:1 Volume:23 Page:91-113
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Dembo A.,Zeitouni O.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference28 articles.

1. Optimal adaptive estimation: Structure and parameters estimation;Lainiotis;IEEE Trans. Aut. Cont.,1971

2. Some non-linear filtering problems arising in recursive identification;Krishnaprasad,1980

3. Maximum likelihood estimation from incomplete data via the EM algorithm;Dempster;Journal of the Royal Statistical Society B,1977

4. Iteratively reweighted least squares for linear regression when errors are normal/independent distributed;Dempster;Multivariate Analysis,1980

5. Estimation in covariance components;Dempster;Journal of the American Statistical Association,1981

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