Estimation of the drift parameter of the unobservable component of partially observable random processes

zbMath0485.62090MaRDI QIDQ1164359

Sergei Ya. Makhno

Publication date: 1981

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

zbMATH Keywords

diffusion type process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10)

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