Sequential estimation of parameters of diffusion processes

zbMath0661.62074MaRDI QIDQ1113243

Victor Konev, Serguei Pergamenchtchikov

Publication date: 1985

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiesdrift of diffusion processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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