scientific article; zbMATH DE number 3673398

MaRDI QIDQ3870184zbMATH OpenFDO

Authors Yu. A. Kutoyants

Publication date 1980

zbMATH Keywords

Bayes estimatorsGaussian noiseIto formulamaximum likelihood estimatorsnonhomogeneous Poisson processreproducing kernel Hilbert spacesstochastic integralweak convergence of maximum likelihood ratio

Mathematics Subject Classification ID

Inner product spaces and their generalizations, Hilbert spaces (46C99) Gaussian processes (60G15) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: hypothesis testing (62M07) Non-Markovian processes: estimation (62M09)

Cited in

(3)

• scientific article; zbMATH DE number 3976907 (Why is no real title available?)
• Estimating the unknown parameter in weak-signal systems
• Inference for earthquake models: A self-correcting model

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