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zbMath1313.60091MaRDI QIDQ2933412

D. O. Ivanenko

Publication date: 10 December 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimate Lévy driven SDE regular statistical experiment

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Parameter estimation in models generated by SDEs with symmetric alpha-stable noise

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