scientific article; zbMATH DE number 1069353

zbMATH Open0893.62015MaRDI QIDQ4356401FDOQ4356401

Authors: Pierre R. Bertrand, Yu. A. Kutoyants 

Publication date: 24 August 1998

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

Recommendations

• Parameter estimation for partially observed linear stochastic system
• scientific article; zbMATH DE number 9046
• Parameter estimation in linear filtering

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)

Cited In (1)

• Parameter estimation for continuous time hidden Markov processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4356401)