Large-deviation inequalities for parameter estimators in stochastic systems

DOI10.1007/BF02366427zbMath0842.60061OpenAlexW1971963463MaRDI QIDQ1905132

A. A. Simogin, B. V. Bondarev

Publication date: 8 January 1996

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02366427

zbMATH Keywords

parameter estimationexponential inequalitytwo-parameter Wiener field

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Estimating the unknown parameter in weak-signal systems

Cites Work

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