Asymptotic Bayesian estimation of a first order equation with small diffusion
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Publication:796167
DOI10.1214/aop/1176993238zbMath0543.60034MaRDI QIDQ796167
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993238
62M05: Markov processes: estimation; hidden Markov models
93E10: Estimation and detection in stochastic control theory
60J60: Diffusion processes
60F10: Large deviations
58J65: Diffusion processes and stochastic analysis on manifolds
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