Estimation of parameters of one stochastic differential equation

DOI10.1007/BF02362559zbMath0834.60062WikidataQ115392424 ScholiaQ115392424MaRDI QIDQ1315305

I. D. Cherkasov

Publication date: 11 August 1994

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

zbMATH Keywords

Wiener processstochastic differential equationsestimation of parametersasymptotic normality of estimators

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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