Parameter estimation for the subcritical Heston model based on discrete time observations

Acta Scientiarum Mathematicarum ◽

10.14232/actasm-015-016-0 ◽

2016 ◽

Vol 82 (12) ◽

pp. 313-338 ◽

Author(s):

Mátyás Barczy ◽

Gyula Pap ◽

Tamás T. Szabó

Keyword(s):

Parameter Estimation ◽

Discrete Time ◽

Heston Model ◽

Model Based ◽

Discrete Time Observations

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Parameter estimation of continuous dynamical linear systems given discrete-time observations

Proceedings of the IEEE ◽

10.1109/proc.1987.13785 ◽

1987 ◽

Vol 75 (5) ◽

pp. 727-729 ◽

Author(s):

M. Segal ◽

E. Weinstein

Keyword(s):

Parameter Estimation ◽

Linear Systems ◽

Discrete Time ◽

Discrete Time Observations

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Single tone parameter estimation from discrete-time observations

IEEE Transactions on Information Theory ◽

10.1109/tit.1974.1055282 ◽

1974 ◽

Vol 20 (5) ◽

pp. 591-598 ◽

Cited By ~ 1242

Author(s):

D. Rife ◽

R. Boorstyn

Keyword(s):

Parameter Estimation ◽

Discrete Time ◽

Single Tone ◽

Discrete Time Observations

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Linear FM signal parameter estimation from discrete-time observations

IEEE Transactions on Aerospace and Electronic Systems ◽

10.1109/7.85033 ◽

1991 ◽

Vol 27 (4) ◽

pp. 607-616 ◽

Author(s):

S. Peleg ◽

B. Porat

Keyword(s):

Parameter Estimation ◽

Discrete Time ◽

Signal Parameter ◽

Discrete Time Observations

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Multiple Tone Parameter Estimation From Discrete-Time Observations

Bell System Technical Journal ◽

10.1002/j.1538-7305.1976.tb02941.x ◽

1976 ◽

Vol 55 (9) ◽

pp. 1389-1410 ◽

Author(s):

D. C. Rife ◽

R. R. Boorstyn

Keyword(s):

Parameter Estimation ◽

Discrete Time ◽

Discrete Time Observations

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Model-based Parameter Estimation Method for Terahertz Signals

2020 International Conference on Sensing, Measurement & Data Analytics in the era of Artificial Intelligence (ICSMD) ◽

10.1109/icsmd50554.2020.9261749 ◽

2020 ◽

Author(s):

Yafei Xu ◽

Liuyang Zhang ◽

Xuefeng Chen ◽

Zhen Zhang ◽

Zhonglei Shen

Keyword(s):

Parameter Estimation ◽

Estimation Method ◽

Model Based ◽

Parameter Estimation Method

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An internal model-based discrete-time dynamic average consensus estimator

2018 European Control Conference (ECC) ◽

10.23919/ecc.2018.8550163 ◽

2018 ◽

Author(s):

Juwon Lee ◽

Kunhee Ryu ◽

Juhoon Back

Keyword(s):

Discrete Time ◽

Internal Model ◽

Time Dynamic ◽

Model Based ◽

Average Consensus

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LPV Model-Based Parameter Estimation For Damaged Asymmetric Aircraft

2020 Chinese Automation Congress (CAC) ◽

10.1109/cac51589.2020.9327258 ◽

2020 ◽

Author(s):

Xu Jiangpeng ◽

Yang Lingyu ◽

Zhang Jing

Keyword(s):

Parameter Estimation ◽

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State and parameter estimation for model-based retinal laser treatment

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2021.08.552 ◽

2021 ◽

Vol 54 (6) ◽

pp. 244-250

Author(s):

Viktoria Kleyman ◽

Manuel Schaller ◽

Mitsuru Wilson ◽

Mario Mordmüller ◽

Ralf Brinkmann ◽

...

Keyword(s):

Parameter Estimation ◽

Laser Treatment ◽

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Model-Based Identification of a Vehicle Suspension Using Parameter Estimation and Neural Networks

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)58392-5 ◽

1996 ◽

Vol 29 (1) ◽

pp. 4510-4515 ◽

Author(s):

Thomas Weispfenning ◽

Steffen Leonhardt

Keyword(s):

Neural Networks ◽

Parameter Estimation ◽

Vehicle Suspension ◽

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Parameter estimation for a discrete time model driven by fractional Poisson process

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1973504 ◽

2021 ◽

pp. 1-26

Author(s):

Héctor Araya ◽

Natalia Bahamonde ◽

Tania Roa ◽

Soledad Torres

Keyword(s):

Parameter Estimation ◽

Poisson Process ◽

Discrete Time ◽

Discrete Time Model ◽

Model Driven ◽

Fractional Poisson Process

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