scientific article; zbMATH DE number 3839180

MaRDI QIDQ3308910zbMATH OpenFDO

Authors E. I. Trofimov

Publication date 1982

Full work available at URL https://eudml.org/doc/69220

zbMATH Keywords

asymptotic normalityconditionally Gaussian processesconsistencydiffusion type processesfilteringinnovation representationmaximum likelihood estimatesRiccati equationWiener processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20)

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