Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations.

Yaozhong Hu Yuejuan Xi

Published in: J. Comput. Appl. Math. (2022)

Keyphrases

parameter estimation
maximum likelihood
least squares
model selection
em algorithm
markov random field
random fields
parameter estimation algorithm
expectation maximization
approximate inference
feature selection
three dimensional
reinforcement learning