Online maximum-likelihood estimation of the parameters of partially observed diffusion processes
dc.contributor.author
Surace, Simone C.
dc.contributor.author
Pfister, Jean-Pascal
dc.date.accessioned
2019-07-08T10:10:04Z
dc.date.available
2019-07-07T02:36:04Z
dc.date.available
2019-07-08T10:10:04Z
dc.date.issued
2019-07
dc.identifier.issn
0018-9286
dc.identifier.issn
1558-2523
dc.identifier.other
10.1109/TAC.2018.2880404
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/351705
dc.language.iso
en
en_US
dc.publisher
IEEE
en_US
dc.subject
Maximum likelihood estimation
en_US
dc.subject
parameter estimation
en_US
dc.subject
filtering theory
en_US
dc.subject
gradient methods
en_US
dc.subject
stochastic processes
en_US
dc.title
Online maximum-likelihood estimation of the parameters of partially observed diffusion processes
en_US
dc.type
Journal Article
dc.date.published
2018-11-09
ethz.journal.title
IEEE Transactions on Automatic Control
ethz.journal.volume
64
en_US
ethz.journal.issue
7
en_US
ethz.journal.abbreviated
IEEE trans. automat. contr
ethz.pages.start
2814
en_US
ethz.pages.end
2829
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.status
published
en_US
ethz.date.deposited
2019-07-07T02:36:11Z
ethz.source
SCOPUS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2019-07-08T10:10:14Z
ethz.rosetta.lastUpdated
2020-02-15T20:08:14Z
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true
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true
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