Asymptotic behavior of solutions of some classes of stochastic equations and their applications to statistical problems

DOI10.1007/BF01098341MaRDI QIDQ684618zbMATH OpenFDO

Authors V. V. Anisimov

Publication date 27 September 1993

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiesergodicity conditionmaximum-likelihood estimationsstability and asymptotic normality of the solutions

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Limit theorems in probability theory (60F99) Stochastic analysis (60H99)

Cites work

• scientific article; zbMATH DE number 3248575 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz

Cited in

(3)

• Estimating the observation parameters of a switching Poisson stream at random moments
• Asymptotic behavior of solutions of stochastic recurrence equations in \(\mathbb{R}{}^ d\)
• scientific article; zbMATH DE number 67268 (Why is no real title available?)

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