Pages that link to "Item:Q2489769"
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The following pages link to Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations (Q2489769):
Displaying 7 items.
- Small noise asymptotics of the Bayesian estimator in nonidentifiable models (Q1600685) (← links)
- Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering (Q1954673) (← links)
- On the stability of Bayes estimators for Gaussian processes (Q2266326) (← links)
- Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (Q2817110) (← links)
- Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations (Q5079190) (← links)
- Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)
- Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises (Q6107603) (← links)