On parameter estimation from indirect observations

MaRDI QIDQ1389264zbMATH OpenFDO

Authors Anatolii V. Skorokhod, R. Z. Khas'minskiĭ

Publication date 8 July 1998

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotically efficient estimateGaussian white noiselocal asymptotic normality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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Cited in

(15)

• A nonparametric estimation problem from indirect observations
• Optimal estimation of the parameters of normal regression for extended observation models
• Parameter estimation of a signal from linear indirect observations
• On approximation of BSDE and multi-step MLE-processes
• On the multi-step MLE-process for ergodic diffusion
• On multi-step MLE-process for Markov sequences
• scientific article; zbMATH DE number 482629 (Why is no real title available?)
• Estimating the unknown parameter in weak-signal systems
• Evaluation of unknown parameter in systems with weak signal at internal and external diffusion slashing
• Parametric estimation of stationary stochastic processes under indirect observability
• Volatility estimation of hidden Markov processes and adaptive filtration
• Adaptive Kalman filter for systems with unknown initial values
• Hidden ergodic Ornstein-Uhlenbeck process and adaptive filter
• Extended adaptive Kalman filter with low noise observations
• On statistical estimation of the initial probability distribution based on the observations of dynamics at the end of an interval

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