A genetic estimation algorithm for parameters of stochastic ordinary differential equations

Computational Statistics and Data Analysis

Volumn 47, Issue 2 SPEC. ISS., 2004, Pages 255-275

  Alcock, Jamie ^a   Burrage, Kevin ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Genetic algorithms; Jump diffusion equations; Parameter estimation; Stochastic ordinary differential equations

Indexed keywords

BROWNIAN MOVEMENT; DIFFERENTIAL EQUATIONS; NUMERICAL METHODS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES;

JUMP-DIFFUSION EQUATIONS; OPTIMIZATION ALGORITHMS; STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS;

GENETIC ALGORITHMS;

EID: 4444305178     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2003.11.025     Document Type: Article

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