Pseudo Maximum Likelihood Estimation: Theory and Applications
نویسندگان
چکیده
منابع مشابه
Pseudo maximum likelihood estimation for differential equations
We consider a set of deterministic differential equations describing the temporal evolution of some system of interest, and containing an unknown finite-dimensional parameter to infer. The observations of the solution of the set of differential equations are assumed to be stochastically disturbed by two sorts of uncertainties: the state variables of the system are measured with errors, and they...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1981
ISSN: 0090-5364
DOI: 10.1214/aos/1176345526