Quasi-maximal likelihood estimator of the unknown parameter in systems with “physical” white noise

DOI10.1515/ROSE.2001.9.3.263zbMath0973.62071OpenAlexW2082576434MaRDI QIDQ2755168

Yu. N. Polshkov

Publication date: 8 November 2001

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2001.9.3.263

zbMATH Keywords

white noisestationary processesunknown parameteruniformly strong mixing conditionquasi-maximal likelihood estimator

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

This page was built for publication: Quasi-maximal likelihood estimator of the unknown parameter in systems with “physical” white noise