Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm

DOI10.1016/0304-4149(89)90110-5MaRDI QIDQ1824329zbMATH OpenOpenAlexFDO

Authors Amir Dembo, Ofer Zeitouni

Publication date 1989

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(89)90110-5

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• scientific article; zbMATH DE number 3852935 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• A maximum a posteriori estimator for trajectories of diffusion processes
• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm

Cited in

(9)

• Erratum: ``Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls
• Corrigendum to ``From Poisson shot noise to the integrated Ornstein-Uhlenbeck process: neurally principled models of information accumulation in decision-making and response time
• Erratum: Qualitative properties of certain piecewise deterministic Markov processes
• Corrigendum to ``A tutorial on EMPA: A theory of concurrent processes with nondeterminism, priorities, probabilities and time
• Erratum to: ``Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
• Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes
• Correction to: ``Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise
• An addendum and correction to: 'On identification and adaptive estimation for systems with interrupted observations'
• Correction to: ``Probabilistic state estimation for labeled continuous time Markov models with applications to attack detection

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