scientific article; zbMATH DE number 2154765

MaRDI QIDQ4665302zbMATH OpenFDO

Authors

Publication date 11 April 2005

zbMATH Keywords

robust estimatessemimartingale with small noise

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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