Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm'' (Q1824329)
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scientific article; zbMATH DE number 4117695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm'' |
scientific article; zbMATH DE number 4117695 |
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Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm'' (English)
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1989
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Recently, \textit{F. Campillo} and \textit{F. Le Gland} [MLE for partially observed diffusions: direct maximization vs. the EM algorithm. Inst. Nat. Rech. Inf. Autom. (Le Chesnay/France 1988)] have pointed out a mistake in the authors' article, Stochastic Processes Appl. 23, 91-113 (1986; Zbl 0608.62095), which they moved forward and corrected using two sided stochastic integration. Here, we give a very simple, different proof to that correction without making use of two sided integration.
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