Estimation and reconstruction for zero-one Markov processes
DOI10.1016/0304-4149(84)90023-1zbMath0526.62078OpenAlexW2006313880MaRDI QIDQ594513
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(84)90023-1
predictioninterpolationconsistencyasymptotic normalitystochastic differential equationsfilteringpartial observationscalculation of state estimatorsparameter estimation of transition intensitiesPoisson samplesrecursive representationstate estimation of unobserved portions of sample path
Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20) Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Continuous-time Markov processes on discrete state spaces (60J27) Prediction theory (aspects of stochastic processes) (60G25)
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