On Parameter Estimation for Linear and Nonlinear Stochastic Systems (Q4650491)
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scientific article; zbMATH DE number 2133788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Parameter Estimation for Linear and Nonlinear Stochastic Systems |
scientific article; zbMATH DE number 2133788 |
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On Parameter Estimation for Linear and Nonlinear Stochastic Systems (English)
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11 February 2005
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estimation of parameters
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stochastic differential equations
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asymptotic efficiency
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maximum likelihood estimator
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stability in probability
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