On statistical manifolds of solutions of martingale problems

DOI10.1007/BF02348824zbMath0857.60062OpenAlexW4249872137MaRDI QIDQ1925183

Bronius Grigelionis

Publication date: 3 March 1997

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02348824

zbMATH Keywords

Fisher information matrixcontinuous time Markov processesgeometrically regular statistical models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stochastic analysis (60H99)

Cites Work

• Interchanging the order of differentiation and stochastic integration
• Parametric statistical models and likelihood
• Differential-geometrical methods in statistics
• Martingales dépendant d'un paramètre: une formule d'Ito
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