On parameter estimation from indirect observations
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Publication:1389264
zbMath0898.62107MaRDI QIDQ1389264
Rafail Z. Khasminskii, Anatoli V. Skorokhod
Publication date: 8 July 1998
Published in: Problems of Information Transmission (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
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On the multi-step MLE-process for ergodic diffusion ⋮ On multi-step MLE-process for Markov sequences ⋮ On approximation of BSDE and multi-step MLE-processes
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