Erratum: Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm

DOI10.1016/0304-4149(92)90019-MzbMath0743.62078MaRDI QIDQ1190176

Ofer Zeitouni, Amir Dembo

Publication date: 27 September 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

correction

Mathematics Subject Classification ID

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

Related Items (3)

Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm ⋮ Hidden Markov Chain Filtering for a Jump Diffusion Model ⋮ Recursive identification in continuous-time stochastic processes

Cites Work

• MLE for partially observed diffusions: Direct maximization vs. the EM algorithm
• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
• A change of variables formula for Stratonovich integrals and existence of solutions for two-points stochastic boundary value problems
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