Computer aided continuous time stochastic process modelling

Computer Aided Chemical Engineering

Volumn 9, Issue C, 2001, Pages 189-194

  Kristensen, Niels Rode ^a   Madsen, Henrik ^b   Jørgensen, Sten Bay ^a  

^a Department of Chemical Engineering ^*

^b TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77956775692     PISSN: 15707946     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1570-7946(01)80027-4     Document Type: Article

References (6)

1. Jakob B., Madsen H., and Nielsen H.A. Goodness of fit of stochastic differential equations. In: Linde P., and Holm A. (Eds). In: Symposium i Anvendt Statistik (1999)
2. Kristensen N.R., and Madsen H. CTSM - Continuous Time Stochastic Modeling - Version 1.0 (2000), IMM, DTU
3. To appear. Nielsen H.A., and Madsen H. A generalization of some classical time series tools. Computational Statistics and Data Analysis (2001)
4. Nielsen J.N., Madsen H., and Young P.C. Parameter estimation in stochastic differential equations: An overview. Annual Reviews in Control 24 (2000) 83-94
5. Young Peter C. Parameter estimation for continuous-time models - a survey. Automatica 17 1 (1981) 23-39
6. Karl Johan s. Introduction to Stochastic Control Theory (1970), Academic Press, Lyngby, Denmark