On a model with errors in variables described by stochastic differential equations

DOI10.1080/02331888508801880zbMath0584.62138OpenAlexW1966234085MaRDI QIDQ3707192

Spiridon I. Penev

Publication date: 1985

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888508801880

zbMATH Keywords

consistencydynamic systemerrors-in-variables modelsOrnstein- Uhlenbeck processminimum-contrast-estimator

Mathematics Subject Classification ID

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

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