Joint maximum a posteriori state path and parameter estimation in stochastic differential equations

Dimas Abreu Dutra, Bruno Otávio Soares Teixeira, Luis Antonio Aguirre. Joint maximum a posteriori state path and parameter estimation in stochastic differential equations. Automatica, 81:403-408, 2017. [doi]

Authors

Dimas Abreu Dutra

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Bruno Otávio Soares Teixeira

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Luis Antonio Aguirre

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