Estimation for incomplete information stochastic systems from discrete observations

DOI10.1186/s13662-019-2169-2zbMath1459.62159OpenAlexW2952685973WikidataQ127714095 ScholiaQ127714095MaRDI QIDQ2424352

Chao Wei

Publication date: 24 June 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-2169-2

zbMATH Keywords

parameter estimationconsistencyasymptotic normalitydiscrete observationssuboptimal estimationincomplete information stochastic system

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (2)

Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises ⋮ Almost surely stability of delay hybrid stochastic system driven by Lévy noise

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