scientific article; zbMATH DE number 3619206

MaRDI QIDQ4181847zbMATH OpenFDO

Authors F. Brodeau, Alain Le Breton

Publication date 1979

Full work available at URL http://www.numdam.org/item?id=AIHPB_1979__15_1_1_0, https://eudml.org/doc/77107

zbMATH Keywords

Asymptotically NormallyConsistentDrift ParametersGaussian NoisesLinear Stochastic Differential EquationMaximum Likelihood EstimatesParameter EstimationPoisson Noises

Mathematics Subject Classification ID

Statistical decision theory (62C99) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12)

Cites work

• scientific article; zbMATH DE number 3181355 (Why is no real title available?)
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• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• Optimal policies for identification of stochastic linear systems

Cited in

(2)

• scientific article; zbMATH DE number 3817557 (Why is no real title available?)
• Design for estimation of the drift parameter in fractional diffusion systems

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