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zbMath0568.62077MaRDI QIDQ3685040

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Publication date: 1984

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

zbMATH Keywords

Wiener processes Riccati equations stationary processes maximum likelihood estimators Girsanov's theorem filtering equations Radon-Nikodym derivatives first order autoregressive process rational spectral densities

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)

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