Parameter estimation for kalman-bucy filter with small noise (Q4763465)
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scientific article; zbMATH DE number 743375
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| default for all languages | No label defined |
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| English | Parameter estimation for kalman-bucy filter with small noise |
scientific article; zbMATH DE number 743375 |
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Parameter estimation for kalman-bucy filter with small noise (English)
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10 April 1995
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maximum likelihood estimation
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partially observed linear system
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asymptotic expansion
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powers of diffusion coefficient
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consistency
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asymptotic normality
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0.8954147
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0.88894254
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0.8842633
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0.8786036
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0.8765018
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