scientific article; zbMATH DE number 3628236

zbMATH Open0404.62055MaRDI QIDQ4189996FDOQ4189996

Authors: Yu. A. Kutoyants 

Publication date: 1978

Title of this publication is not available (Why is that?)

zbMATH Keywords

Stochastic Differential EquationDiffusion ProcessesMaximum Likelihood EstimatorParameter EstimationWiener Process

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (2)

• Asymptotic regularity of a family of measures corresponding to a Gaussian random process which contains a white noise component for a parametric family of spectral densities
• Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter

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