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

DOI10.1016/0304-4149(89)90110-5zbMath0682.62056OpenAlexW3023807975MaRDI QIDQ1824329

Amir Dembo, Ofer Zeitouni

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90110-5

Mathematics Subject Classification ID

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

Cites Work

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• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
• A maximum a posteriori estimator for trajectories of diffusion processes