Publication:3923451
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zbMath0469.62064MaRDI QIDQ3923451
Publication date: 1980
consistencyasymptotic normalitylikelihood ratio testmaximum likelihood estimatorunknown drift parameter
Random fields (60G60) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Stochastic integrals (60H05) Markov processes: hypothesis testing (62M02)