On parameter estimation from indirect observations

zbMATH Open0898.62107MaRDI QIDQ1389264FDOQ1389264

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

Publication date: 8 July 1998

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

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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)

Cited In (12)

• Volatility estimation of hidden Markov processes and adaptive filtration
• On the multi-step MLE-process for ergodic diffusion
• On approximation of BSDE and multi-step MLE-processes
• Title not available (Why is that?)
• On multi-step MLE-process for Markov sequences
• Estimating the unknown parameter in weak-signal systems
• Parameter estimation of a signal from linear indirect observations
• On statistical estimation of the initial probability distribution based on the observations of dynamics at the end of an interval
• Parametric estimation of stationary stochastic processes under indirect observability
• A nonparametric estimation problem from indirect observations
• Optimal estimation of the parameters of normal regression for extended observation models
• Evaluation of unknown parameter in systems with weak signal at internal and external diffusion slashing

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