Maximum Likelihood Estimator for Two-Point Boundary Value Process

DOI10.1137/0331011zbMath0770.93090OpenAlexW2019913106MaRDI QIDQ4695424

Arunabha Bagchi, Shin Ichi Aihara

Publication date: 8 August 1993

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0331011

zbMATH Keywords

consistencylikelihood functionaltwo-point boundary value processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12) Stochastic analysis (60H99)

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