scientific article; zbMATH DE number 3982342

MaRDI QIDQ3746728zbMATH OpenFDO

Authors V. Genon-Catalot, Catherine Larédo

Publication date 1985

zbMATH Keywords

asymptotic propertieshitting timerecord processnon parametric drift estimationpartially observed transient diffusion processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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