求文献,题目:Parameter Estimation of Nonlinear Stochastic Differential Equations: Simulated Maximum Likelihood versus Extended Kalman Filter and Ito-Taylor Expansion 作者: H. Singer
出处: Journal of Computational & Graphical Statistics, Vol. 11, No. 4. (1 December 2002), pp. 972-995.
Key: citeulike:165061