On a Problem of Adaptive Estimation in Gaussian White Noise
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Publication:4712523
DOI10.1137/1135065zbMath0745.62083OpenAlexW2141195893WikidataQ105584140 ScholiaQ105584140MaRDI QIDQ4712523
Publication date: 25 June 1992
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1135065
Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)
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