Estimating the time-varying parameters of SDE models by maximum principle.

Darya V. Filatova Andrzej Orlowski Vasilii Dicoussar

Published in: MMAR (2014)

Keyphrases

parameter estimation
parametric models
free parameters
sensitivity analysis
parameter values
genetic algorithm
autoregressive
model selection
gibbs random field
data mining
optimization criteria
linear model
complex systems
expectation maximization
input data
multiscale
three dimensional
decision trees