On statistical manifolds of solutions of martingale problems

DOI10.1007/BF02348824zbMATH Open0857.60062OpenAlexW4249872137MaRDI QIDQ1925183FDOQ1925183

Authors: Bronius Grigelionis 

Publication date: 3 March 1997

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02348824

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zbMATH Keywords

Fisher information matrixcontinuous time Markov processesgeometrically regular statistical models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stochastic analysis (60H99)

Cites Work

• Differential-geometrical methods in statistics
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• Interchanging the order of differentiation and stochastic integration
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• Martingales dépendant d'un paramètre: une formule d'Ito
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Cited In (1)

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