Estimation and reconstruction for zero-one Markov processes (Q594513)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and reconstruction for zero-one Markov processes |
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Estimation and reconstruction for zero-one Markov processes (English)
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1984
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parameter estimation of transition intensities
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state estimation of unobserved portions of sample path
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partial observations
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Poisson samples
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interpolation
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filtering
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prediction
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consistency
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asymptotic normality
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calculation of state estimators
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recursive representation
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stochastic differential equations
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