Unbiased estimation of the parameters for a certain class of stochastic processes

MaRDI QIDQ3408713zbMATH OpenFDO

Authors C. P. S. Hungund

Publication date 15 November 2006

zbMATH Keywords

birth and death processKoopman-Dermois (K-D) familystable process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

Recommendations

• Unbiased variance estimators in the parametric case
• scientific article; zbMATH DE number 3945180
• scientific article; zbMATH DE number 4189046
• scientific article; zbMATH DE number 782705
• scientific article; zbMATH DE number 3905688

Cited in

(5)

• Parameter estimation and reverse martingales
• scientific article; zbMATH DE number 3862141 (Why is no real title available?)
• scientific article; zbMATH DE number 4076338 (Why is no real title available?)
• scientific article; zbMATH DE number 3994827 (Why is no real title available?)
• Incorporating the stochastic process setup in parameter estimation

This page was built for publication: Unbiased estimation of the parameters for a certain class of stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3408713)