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Volumn 37, Issue 2, 2010, Pages 200-220

Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application

Author keywords

ARMA process; Expectation maximization algorithm; Hidden Markov model; Kalman filter; Maximum likelihood estimation; Ornstein Uhlenbeck process; Partial observations

Indexed keywords


EID: 77954001151     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2009.00679.x     Document Type: Article
Times cited : (25)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.