On parameter estimation of the hidden Ornstein-Uhlenbeck process (Q1755125)
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scientific article; zbMATH DE number 6997756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On parameter estimation of the hidden Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6997756 |
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On parameter estimation of the hidden Ornstein-Uhlenbeck process (English)
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4 January 2019
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hidden process
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parameter estimation
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partially observed linear system
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small noise asymptotics
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