scientific article; zbMATH DE number 1069353

MaRDI QIDQ4356401zbMATH OpenFDO

Authors Pierre R. Bertrand, Yu. A. Kutoyants

Publication date 24 August 1998

zbMATH Keywords

asymptotic normalitydiffusion processesminimum distance estimatorpartially observed linear system

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) System identification (93B30)

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Cited in

(1)

• Parameter estimation for continuous time hidden Markov processes

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