ASYMPTOTIC EXPANSIONS FOR ESTIMATES OF A SIGNAL PARAMETER IN GAUSSIAN WHITE NOISE

DOI10.1070/SM1977V033N02ABEH002419zbMATH Open0404.62056OpenAlexW2053201453MaRDI QIDQ4189997FDOQ4189997

Authors: M. V. Burnashev 

Publication date: 1977

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1977v033n02abeh002419

zbMATH Keywords

Stochastic Differential EquationDiffusion ProcessParameter EstimationMaximum LikelihoodGaussian White NoiseAsymptotic Expansions of Estimates

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

Cited In (1)

• Non asymptotic expansions of the MME in the case of Poisson observations

This page was built for publication: ASYMPTOTIC EXPANSIONS FOR ESTIMATES OF A SIGNAL PARAMETER IN GAUSSIAN WHITE NOISE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4189997)