Sequential estimation of parameters of diffusion processes

MaRDI QIDQ1113243zbMATH OpenFDO

Authors Victor Konev, Serguei Pergamenchtchikov

Publication date 1985

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiesdrift of diffusion processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

Cited in

(5)

• Sequential estimation of a location parameter from delayed observations
• Method of sequential mesh on Koopman-Darmois distributions
• sequential estimation of the hgarginal density function for a strongly mixing process
• Sequential Estimation of a Continuous Distribution Function from Delayed Observations
• Sequential estimation of powers of a scale parameter from delayed observations

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