Estimation and reconstruction for zero-one Markov processes (Q594513)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation and reconstruction for zero-one Markov processes |
scientific article; zbMATH DE number 3835188
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation and reconstruction for zero-one Markov processes |
scientific article; zbMATH DE number 3835188 |
Statements
Estimation and reconstruction for zero-one Markov processes (English)
0 references
1984
0 references
parameter estimation of transition intensities
0 references
state estimation of unobserved portions of sample path
0 references
partial observations
0 references
Poisson samples
0 references
interpolation
0 references
filtering
0 references
prediction
0 references
consistency
0 references
asymptotic normality
0 references
calculation of state estimators
0 references
recursive representation
0 references
stochastic differential equations
0 references
0 references
0 references
