Maximum Likelihood Estimator for Two-Point Boundary Value Process

DOI10.1137/0331011MaRDI QIDQ4695424zbMATH OpenOpenAlexFDO

Authors Arunabha Bagchi, S. I. Aihara

Publication date 8 August 1993

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0331011

zbMATH Keywords

consistencylikelihood functionaltwo-point boundary value processes

Mathematics Subject Classification ID

Stochastic analysis (60H99) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12)

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Cited in

(2)

• Smoothing and likelihood ratio for Gaussian boundary value processes
• The exact distribution of the maximizing point of the two-sample empirical process

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