Gaussian estimation for discretely observed Cox-Ingersoll-Ross model.
Chao WeiHuisheng ShuYurong LiuPublished in: Int. J. Gen. Syst. (2016)
Keyphrases
- computational model
- data sets
- regression analysis
- similarity measure
- prior knowledge
- probabilistic model
- gaussian function
- correlation function
- continuous valued
- mixture of gaussians
- prediction model
- kalman filter
- experimental data
- statistical model
- regression model
- theoretical analysis
- model selection
- video sequences
- learning algorithm
- genetic algorithm
- data mining
- neural network