Robust parameter estimation for the Ornstein–Uhlenbeck process
نویسندگان
چکیده
منابع مشابه
Robust Parameter Estimation in Nonlinear Dynamic Process Models
Parameter estimation is a key issue in the mathematical modelling of nonlinear dynamic processes. Standard (gradient-based) methods for data fitting in nonlinear dynamic systems can suffer from slow and/or local convergence, among other problems. However, this is frequently ignored, potentially leading to wrong conclusions about the validity of a model regarding a certain data set. In order to ...
متن کاملRobust parameter estimation for mixture model
In pattern recognition, when the ratio of the number of training samples to the dimensionality is small, parameter estimates become highly variable, causing the deterioration of classification performance. This problem has become more prevalent in remote sensing with the emergence of a new generation of sensors with as many as several hundred spectral bands. While the new sensor technology prov...
متن کاملRobust Parameter Estimation for Tone Mapping Operator
Tone Mapping Operators are used to compress a large range of pixel luminances into a smaller range that is suitable for display on devices with limited dynamic range. This work presents effective and easy to use Tone Mapping Operator based on last ideas in this direction. The estimation process uses sampling method. Essential attention was devoted to providing robustness of algorithm parameter ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistical Methods & Applications
سال: 2012
ISSN: 1618-2510,1613-981X
DOI: 10.1007/s10260-012-0195-2