PARAMETER-ESTIMATION OF PARTIALLY OBSERVED CONTINUOUS-TIME STOCHASTIC-PROCESSES VIA THE EM ALGORITHM

被引：80

作者：

DEMBO, A

ZEITOUNI, O

机构：

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1986年 / 23卷 / 01期

关键词：

D O I：

10.1016/0304-4149(86)90018-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：91 / 113

页数：23

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