scientific article; zbMATH DE number 4176275
zbMATH Open0714.62073MaRDI QIDQ3200418FDOQ3200418
Publication date: 1990
Title of this publication is not available (Why is that?)
asymptotic normalityconsistencymaximum likelihood estimationwhite noiseminimum contrast estimatorone-dimensional diffusionpartially observed diffusionestimation of a drift parametersmall measurement noise
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (6)
- Title not available (Why is that?)
- On localization of source by hidden Gaussian processes with small noise
- Parameter estimation of a signal from linear indirect observations
- Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter
- Title not available (Why is that?)
- Consistent parameter estimation for partially observed diffusions with small noise
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