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Parameter estimation for stochastic differential equations from noisy observations. Maximum likelihood and filtering techniques. Lipari 2009 biomathematics summer school.

机译：从噪声观测值估计随机微分方程的参数。最大似然和过滤技术。 Lipari 2009年生物数学暑期学校。

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Genon-Catalot Valentine;
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1. Parameter Estimation of Nonlinear Stochastic Differential Equations: Simulated Maximum Likelihood versus Extended Kalman Filter and Ito-Taylor Expansion [J] . Hermann Singer Journal of computational and graphical statistics: A joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America . 2002,第4期

机译：非线性随机微分方程的参数估计：模拟最大似然与扩展卡尔曼滤波器和Ito-Taylor展开
2. A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations [J] . Sun Libo, Lee Chihoon, Hoeting Jennifer A. Computational statistics & data analysis . 2015,第Null期

机译：随机微分方程参数估计中的惩罚模拟最大似然法
3. Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds [J] . L. Fatone, F. Mariani, M. C. Recchioni, Journal of inverse and ill-posed problems . 2007,第5期

机译：对一类对冲基金的指数收益建模的随机微分方程系统的参数的最大似然估计
4. Data filtering based maximum likelihood forgetting factor stochastic gradient parameter estimation algorithm for feedback nonlinear systems with colored noise [C] . Junhong Li, Xiao Li, Jiali Zhang Chinese Automation Congress . 2017

机译：基于数据滤波的有色噪声反馈非线性系统最大似然遗忘因子随机梯度参数估计算法
5. IDENTIFICATION AND RESTORATION OF NOISY AND BLURRED IMAGES (ARMA MODEL, SPECTRAL FACTORIZATION, MAXIMUM LIKELIHOOD, KALMAN FILTERING, ADAPTIVE). [D] . TEKALP, AHMET MURAT. 1984

机译：识别和恢复嘈杂和模糊的图像（ARMA模型，光谱分解，最大相似度，卡尔曼滤波，自适应）。
6. Accelerated maximum likelihood parameter estimation for stochastic biochemical systems [O] . Bernie J Daigle Jr, Min K Roh, Linda R Petzold, 2012

机译：随机生化系统的加速最大似然参数估计
7. A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations [O] . Sun, Libo, Lee, Chihoon, Hoeting, Jennifer A. 2015

机译：参数中的惩罚模拟最大似然法随机微分方程的估计
8. Maximum Likelihood Parameter Estimation of Noisy Data. [R] . Musicus, B. R., Lim, J. S. 1979

机译：噪声数据的最大似然参数估计。

Parameter estimation for stochastic differential equations from noisy observations. Maximum likelihood and filtering techniques. Lipari 2009 biomathematics summer school.

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