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

local asymptotic normalityGaussian white noiseasymptotically efficient estimate

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

(12)

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

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