scientific article; zbMATH DE number 4003310

zbMATH Open0618.62085MaRDI QIDQ4728063FDOQ4728063

Authors: M. V. Talakhadze 

Publication date: 1986

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

Recommendations

• Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes
• On Fisher information inequalities in the presence of nuisance parameters
• Fisher information for a partially observable simple birth process
• The estimation of prior from Fisher information
• A Pessimistic Approximation for the Fisher Information Measure
• Fisher information and statistical inference for phase-type distributions
• Fisher information and its extensions based on infinite mixture density functions
• On computing the expected Fisher information matrix for state-space model parameters

zbMATH Keywords

linear stochastic differential equationFisher's informationpartially observable process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cited In (5)

• Fisher information for a partially observable simple birth process
• Title not available (Why is that?)
• Title not available (Why is that?)
• A utility based approach to information for stochastic differential equations
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION

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 Q4728063)