Small Sample Estimation of Parameters for Wiener Process with Noise

DOI10.1080/03610926.2011.562788zbMath1227.62061OpenAlexW2090023797MaRDI QIDQ3098937

Antanas Žilinskas

Publication date: 18 November 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.562788

zbMATH Keywords

statistical modelingstatistical models of global optimization

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Nonconvex programming, global optimization (90C26) Inference from stochastic processes and fuzziness (62M86)

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Cites Work

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