Continuous versions of Radon-Nikodym derivatives as likelihood ratios

DOI10.1016/0167-6911(83)90047-6zbMath0512.62006OpenAlexW1979997205MaRDI QIDQ1050034

Mauro Piccioni

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90047-6

zbMATH Keywords

nonlinear filteringMarkov chainwhite noise modelscontinuous versions of Radon-Nikodym derivatives as likelihood ratios

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

A proof of the ineffectiveness of likelihood inference on singular measures

Cites Work

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• On the definition of likelihood in abstract spaces
• On the gap between deterministic and stochastic ordinary differential equations
• Smooth representation of systems with differentiated inputs
• Evaluation of likelihood functions

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