Markov random walks in the space of a sufficient statistic and statistical inference

zbMath0906.62072MaRDI QIDQ1269941

Ya. P. Lumel'skii

Publication date: 24 November 1998

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50) Sequential statistical analysis (62L10) Sufficient statistics and fields (62B05)

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