This paper discusses the parameter estimation problem of a continuous type stochastic mathematical model.
讨论一类连续型随机数学模型的参数估计问题。
Finally, a synthesis method for recursive parameter estimation of a stochastic system is also discussed.
最后讨论了随机系统参数递推估算的综合方法。
Stochastic volatility model is one of the most important models in describing the volatility of financial market and its parameter estimation is a hot topic in this area.
随机波动模型作为金融市场波动量化研究的一种重要模型,其参数估计问题是近十余年来该领域的研究热点。
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