scientific article; zbMATH DE number 5055329

MaRDI QIDQ5487552zbMATH OpenFDO

Authors Yu. M. Polshkov

Publication date 19 September 2006

zbMATH Keywords

absolute regularitydeviationfast random oscillationsquasi-maximum likelihood estimate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• scientific article; zbMATH DE number 2058879
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• An extension of quasi-likelihood estimation
• Quasi-likelihood models and optimal inference
• A generalized quasi-likelihood estimation
• Quasi-likelihood analysis and its applications

Cited in

(4)

• On estimate of the unknown parameter in parabolic systems with rapid random oscillations
• Quasi-maximal likelihood estimator of the unknown parameter in system with ``physical white noise
• scientific article; zbMATH DE number 4024567 (Why is no real title available?)
• On estimate of unknown parameters in stochastic systems with fast random oscillations

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 Q5487552)