scientific article

zbMath0567.62071MaRDI QIDQ3683375

A. Ya. Dorogovtsev, Alexander G. Kukush

Publication date: 1984

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

zbMATH Keywords

minimum varianceleast squares estimatoroptimal estimationstandard Wiener processunbiased linear estimatorasymptotically optimal switch over point

Mathematics Subject Classification ID

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