Recursive Estimation in Diffusion Model (Q3931282)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive Estimation in Diffusion Model |
scientific article |
Statements
Recursive Estimation in Diffusion Model (English)
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1981
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nonlinear identification
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diffusion model
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strong consistency
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one dimensional observation process
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Wiener process
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stationary Markov process
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asymptotically uncorrelated process
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asymptotic properties of the estimators
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recursive estimates of Yamato type
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