Estimation of jumplike processes with incomplete information
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Publication:794995
zbMATH Open0541.93062MaRDI QIDQ794995FDOQ794995
Authors: M. V. Grishin, Alexander V. Dobrovidov
Publication date: 1983
Published in: Automation and Remote Control (Search for Journal in Brave)
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- Rate estimation in partially observed Markov jump processes with measurement errors
- Intensity process for a pure jump Lévy structural model with incomplete information
- Improvements in the application of stochastic estimation algorithms--Parameter jump detection
- Title not available (Why is that?)
- Detecting jumplike parameter changes and optimal evaluation of the state of discrete dynamical systems
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