Estimation of Diffusion Parameters by a Nonparametric Drift Function Model.
Isao ShojiPublished in: IDEAL (2003)
Keyphrases
- parameter estimation
- parametric models
- sensitivity analysis
- estimation process
- data driven
- computational model
- parameter values
- density function
- probability distribution
- maximum likelihood
- linear model
- estimation algorithm
- closed form
- target function
- distribution function
- diffusion process
- multiscale
- experimental data
- statistical model
- input data
- probabilistic model