Parameter Estimation for Observed Diffusions in Manifolds

DOI10.1093/IMAMCI/1.2.129MaRDI QIDQ3797968zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/1.2.129

zbMATH Keywords

likelihood functionstochastic systems and manifold-valued state processes

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(5)

• Map estimation of diffusions -- an updated account
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• Observability of multivariate differential embeddings
• Asymptotic properties of maximum likelihood estimation: parameterized diffusion in a manifold
• A generalized diffusion frame for parsimonious representation of functions on data defined manifolds

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