Analytic dervatives of the matrix exponential for estimation of linear continuous-time models
Year of publication: |
2001
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Authors: | Chen, Baoline ; Zadrozny, Peter A. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 25.2001, 12, p. 1867-1879
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Subject: | Stochastischer Prozess | Stochastic process | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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