On statistical manifolds of solutions of martingale problems

DOI10.1007/BF02348824MaRDI QIDQ1925183zbMATH OpenOpenAlexFDO

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

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)

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• scientific article; zbMATH DE number 44578 (Why is no real title available?)
• scientific article; zbMATH DE number 217456 (Why is no real title available?)
• scientific article; zbMATH DE number 868165 (Why is no real title available?)
• Differential-geometrical methods in statistics
• Interchanging the order of differentiation and stochastic integration
• Martingales dépendant d'un paramètre: une formule d'Ito
• Parametric statistical models and likelihood

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(1)

• scientific article; zbMATH DE number 679802 (Why is no real title available?)

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