Innovation Method
id:
innovation-method-240-16333409
title:
Innovation Method
text:
In statistics, the Innovation Method provides an estimator for the parameters of stochastic differential equations given a time series of observations of the state variables. In the framework of continuous-discrete state space models, the innovation estimator is obtained by maximizing the log-likelihood of the corresponding discrete-time innovation process with respect to the parameters. The innovation estimator can be classified as a M-estimator, a quasi-maximum likelihood estimator or a predic
brand slug:
wiki
category slug:
encyclopedia
description:
Statistical estimation method
original url:
https://en.wikipedia.org/wiki/Innovation_Method
date created:
date modified:
2023-08-24T14:26:32Z
main entity:
{"identifier":"Q120683696","url":"https://www.wikidata.org/entity/Q120683696"}
image:
fields total:
13
integrity:
14