Publication:4272470
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zbMath0800.62539MaRDI QIDQ4272470
Publication date: 20 December 1993
maximum principle; certainty equivalence; large deviation theory; risk sensitivity; non- linear filtering
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
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